On the controller-stopper problems with controlled jumps (Q2318101): Difference between revisions

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Revision as of 02:44, 20 March 2024

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On the controller-stopper problems with controlled jumps
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    On the controller-stopper problems with controlled jumps (English)
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    13 August 2019
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    controller-stopper problems
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    stochastic target problems
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    stochastic Perron's method
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    viscosity solution
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