A probabilistic approach to second order variational inequalities with bilateral constraints

Proceedings of the Indian Academy of Sciences: Mathematical Sciences

Volumn 113, Issue 4, 2003, Pages 431-442

  Ghosh, Mrinal K ^a,b   Mallikarjuna Rao, K S ^c  

^a INDIAN INSTITUTE OF SCIENCE   (India)

^b The University of Texas at Austin   (United States)

^c AIX MARSEILLE UNIVERSITY   (France)

Author keywords

Saddle point equilibrium; Stochastic game; Stopping time; Value; Variational inequalities; Viscosity solution

Indexed keywords

BOUNDARY CONDITIONS; CONSTRAINT THEORY; FUNCTIONS; GAME THEORY; PROBABILITY; PROBLEM SOLVING; THEOREM PROVING;

SADDLE POINT EQUILIBRIUM; STOCHASTIC GAME; STOPPING TIME; VARIATIONAL INEQUALITIES;

VARIATIONAL TECHNIQUES;

EID: 0346780290     PISSN: 02534142     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02829634     Document Type: Article

References (8)

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