Stochastic differential games involving impulse controls (Q3170570)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games involving impulse controls |
scientific article |
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Stochastic differential games involving impulse controls (English)
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27 September 2011
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stochastic differential games
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impulse control
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quasi-variational inequality
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Elliott-Kalton value
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viscosity solution
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verification theorem
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