Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868)
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scientific article
| Language | Label | Description | Also known as |
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| English | Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach |
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Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (English)
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20 April 2016
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Hamilton-Jacobi-Bellman-type equation
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backward stochastic differential equations
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stochastic control
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large time behavior
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