• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Nonlinear variational inequalities and differential games with stopping times

Friedman, Avner; Bensoussan, Alain (1974), Nonlinear variational inequalities and differential games with stopping times, Journal of Functional Analysis, 16, 3, p. 305-352. http://dx.doi.org/10.1016/0022-1236(74)90076-7

Type
Article accepté pour publication ou publié
Date
1974
Journal name
Journal of Functional Analysis
Volume
16
Number
3
Publisher
Elsevier
Pages
305-352
Publication identifier
http://dx.doi.org/10.1016/0022-1236(74)90076-7
Metadata
Show full item record
Author(s)
Friedman, Avner
Bensoussan, Alain
Abstract (EN)
Differential games with stopping times are introduced. The upper value satisfies a variational inequality of the first order. Next, stochastic differential games with stopping times are introduced and studied using nonlinear parabolic variational inequalities. The behavior of the value is studied as the coefficient of the diffusion matrix goes to zero.
Subjects / Keywords
differential games

Related items

Showing items related by title and author.

  • Thumbnail
    On the support of the solution of a system of quasi-variational inequalities 
    Bensoussan, Alain; Friedman, Avner (1978) Article accepté pour publication ou publié
  • Thumbnail
    Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities 
    Sulem, Agnès; Quenez, Marie-Claire; Dumitrescu, Roxana (2013) Rapport
  • Thumbnail
    Stability and homogenization for nonlinear variational inequalities with irregular obstacles and quadratic growth 
    Biroli, Marco; Mosco, Umberto (1983) Article accepté pour publication ou publié
  • Thumbnail
    General exact controllability results for dynamic systems with skew symmetric operators and behaviour at infinite time 
    Bensoussan, Alain (1990) Communication / Conférence
  • Thumbnail
    Repeated games for non-linear parabolic integro-differential equations and integral curvature flows 
    Serfaty, Sylvia; Imbert, Cyril (2011) Article accepté pour publication ou publié
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo