Linear quadratic stochastic integral games and related topics (Q904652): Difference between revisions
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English | Linear quadratic stochastic integral games and related topics |
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Linear quadratic stochastic integral games and related topics (English)
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13 January 2016
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stochastic integral games
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backward stochastic Volterra integral equations
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stochastic Fredholm-Volterra integral equations
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saddle points
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linear quadratic optimal control problems
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