Stochastic optimal control to a nonlinear differential game (Q307295)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control to a nonlinear differential game |
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Stochastic optimal control to a nonlinear differential game (English)
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1 September 2016
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nonlinear stochastic differential equation
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Brownian motion
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stochastic optimal control
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Itô's lemma
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