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scientific article; zbMATH DE number 1254163
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scientific article; zbMATH DE number 1254163

    Statements

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    23 February 1999
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    risk sensitive criterion
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    logarithmic transformation
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    Hamilton-Jacobi-Bellman equation
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    upper Isaacs equation
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    Legendre transformation
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    stochastic differential game
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    viscosity solution
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