On the Multidimensional Controller-and-Stopper Games (Q2840137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Multidimensional Controller-and-Stopper Games |
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On the Multidimensional Controller-and-Stopper Games (English)
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17 July 2013
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stochastic differential controller-stopper games
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controlled diffusion
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weak dynamic programming principle
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robust optimal stopping
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obstacle problem
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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