Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594): Difference between revisions

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+Backward stochastic differential equations and integral-partial differential equations
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+Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations
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+Stochastic representation for solutions of Isaacs' type integral-partial differential equations
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+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
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+Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations
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+\(L^p\) estimates for fully coupled FBSDEs with jumps
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+Stochastic differential games for fully coupled FBSDEs with jumps
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+Probabilistic interpretation of a system of semilinear parabolic partial differential equations
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Publication:4999594