4 problems

Let $V^+$ and $V^-$ be the upper and lower value functions of the stochastic differential game of mixed type, defined by … and … Here $\mathcal{A}_1$ and $\mathcal{A}_2$ are the ad…

The insurer value-function conjecture. The value function has the form

A uniformly nondegenerate stochastic differential game is considered, with Markov strategies and adjoint Markov strategies understood as time-homogeneous Markov strategies relative…

Consider the standard two-player zero-sum stochastic differential game with lower and upper value functions … … For the generalized McKean–Vlasov game, let $v(t,\xi)$ and…