Stochastic differential games: a sampling approach via FBSDEs (Q2280204)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games: a sampling approach via FBSDEs |
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Stochastic differential games: a sampling approach via FBSDEs (English)
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18 December 2019
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stochastic differential games
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forward and backward stochastic differential equations
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numerical methods
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iterative algorithms
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