Regularity for nonlinear stochastic games (Q1669636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity for nonlinear stochastic games |
scientific article |
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Regularity for nonlinear stochastic games (English)
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3 September 2018
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dynamic programming principle
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\(p\)-Laplace
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tug-of-war
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tug-of-war with noise with space dependent probabilities
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viscosity solutions
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