most citedOn zero-sum Stochastic Differential Games with Jump-Diffusion driven state: A viscosity solution framework

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

math.OC2010★ 1 cited

On zero-sum Stochastic Differential Games with Jump-Diffusion driven state: A viscosity solution framework

Imran H. Biswas

A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We…