Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory (Q2840133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory |
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Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory (English)
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17 July 2013
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stochastic control
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repeated games
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incomplete information
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viscosity solution
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continuous time
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HJB equations
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duality
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