Weak infinitesimal operators and stochastic differential games.
Stochastica, Tome 13 (1992) no. 1, p. 5.

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This article considers the problem of finding the optimal strategies in stochastic differential games with two players, using the weak infinitesimal operator of process xi the solution of d(xi) = f(xi,t,u1,u2)dt + sigma(xi,t,u1,u2)dW. For two-person zero-sum stochastic games we formulate the minimax solution; analogously, we perform the solution for coordination and non-cooperative stochastic differential games.
Classification : 60G35, 91A05, 91A15, 91A23, 91A60
Mots-clés : Juegos estocásticos, Juegos diferenciales, Proceso de Markov, Criterio minimax, Estrategias óptimas, Operadores infinitesimales, Markov processes, minimax principle, optimal strategies in stochastic differential games, weak infinitesimal operator, two-person zero-sum stochastic games 
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     author = {Ram\'on Ardanuy and A. Alcal\'a},
     title = {Weak infinitesimal operators and stochastic differential games.},
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Ramón Ardanuy; A. Alcalá. Weak infinitesimal operators and stochastic differential games.. Stochastica, Tome 13 (1992) no. 1, p. 5. https://geodesic-test.mathdoc.fr/item/STO_1992__13_1_39276/