A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502): Difference between revisions

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Latest revision as of 04:28, 6 July 2024

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A probabilistic-numerical approximation for an obstacle problem arising in game theory
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    A probabilistic-numerical approximation for an obstacle problem arising in game theory (English)
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    18 February 2013
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    stochastic differential games
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    information incompleteness
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    viscosity solutions
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    approximation
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