Stochastic differential games: Occupation measure based approach (Q1321187)

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Stochastic differential games: Occupation measure based approach
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    Stochastic differential games: Occupation measure based approach (English)
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    27 April 1994
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    invariant measure
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    Isaacs equation
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    occupation measures
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    stochastic differential games
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    existence of values
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    optimal strategies
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    existence of equilibria in Markov strategies
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