Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Value in mixed strategies for zero-sum stochastic differential games
  without Isaacs condition   In the present work, we consider 2-person zero-sum stochastic differential
games with a nonlinear pay-off functional which is defined through a backward
stochastic differential equation. Our main objective is to study for such a
game the problem of the existence of a value without Isaacs condition. Not
surprising, this requires a suitable concept of mixed strategies which, to the
authors' best knowledge, was not known in the context of stochastic
differential games. For this, we consider nonanticipative strategies with a
delay defined through a partition $\pi$ of the time interval $[0,T]$. The
underlying stochastic controls for the both players are randomized along $\pi$
by a hazard which is independent of the governing Brownian motion, and knowing
the information available at the left time point $t_{j-1}$ of the subintervals
generated by $\pi$, the controls of Players 1 and 2 are conditionally
independent over $[t_{j-1},t_j)$. It is shown that the associated lower and
upper value functions $W^{\pi}$ and $U^{\pi}$ converge uniformly on compacts to
a function $V$, the so-called value in mixed strategies, as the mesh of $\pi$
tends to zero. This function $V$ is characterized as the unique viscosity
solution of the associated Hamilton-Jacobi-Bellman-Isaacs equation.

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The categories of this paper are: mtrl-th
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The categories of this paper are: bayes-an
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The categories of this paper are: supr-con
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The categories of this paper are: hep-ex
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The categories of this paper are: econ
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
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The categories of this paper are: dg-ga
7
The categories of this paper are: hep-th
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The categories of this paper are: adap-org
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The categories of this paper are: alg-geom
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The categories of this paper are: plasm-ph
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The categories of this paper are: comp-gas
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The categories of this paper are: q-alg
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The categories of this paper are: quant-ph
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The categories of this paper are: solv-int