Stochastic differential games: a sampling approach via FBSDEs (Q2280204)

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scientific article; zbMATH DE number 7144293
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    Stochastic differential games: a sampling approach via FBSDEs
    scientific article; zbMATH DE number 7144293

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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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