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Latest revision as of 08:30, 30 July 2024

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Martingale approach to stochastic differential games of control and stopping
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    Martingale approach to stochastic differential games of control and stopping (English)
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    4 September 2008
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    stochastic games
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    control
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    optimal stopping
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    martingales
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    Doob-Meyer decompositions
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    stochastic maximum principle
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    thrifty control strategies
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