A variational formula for stochastic controls and some applications (Q938583)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational formula for stochastic controls and some applications |
scientific article |
Statements
A variational formula for stochastic controls and some applications (English)
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26 August 2008
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stochastic controls
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variational formula
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maximum principle
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differential games
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minimax principle
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sufficient condition
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saddle point
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Nash equilibrium
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