Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (Q468739)
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scientific article
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English | Approximating the value functions for stochastic differential games with the ones having bounded second derivatives |
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Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (English)
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7 November 2014
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stochastic differential games
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Isaacs equation
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value functions
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