Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479)

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scientific article; zbMATH DE number 7010516
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    Constrained stochastic differential games with additive structure: average and discount payoffs
    scientific article; zbMATH DE number 7010516

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      Constrained stochastic differential games with additive structure: average and discount payoffs (English)
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      1 February 2019
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      additive structure
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      discount payoff criterion
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      Lagrange multipliers
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      relaxation theory
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