A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic-numerical approximation for an obstacle problem arising in game theory |
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A probabilistic-numerical approximation for an obstacle problem arising in game theory (English)
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18 February 2013
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stochastic differential games
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information incompleteness
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viscosity solutions
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approximation
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