A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls (Q2848575)
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scientific article; zbMATH DE number 6212041
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| English | A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls |
scientific article; zbMATH DE number 6212041 |
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26 September 2013
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zero-sum stochastic differential games
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Elliott-Kalton strategies
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weak dynamic programming principle
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backward stochastic differential equations
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viscosity solutions
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fully nonlinear PDEs
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A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls (English)
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0.8160930275917053
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0.8149872422218323
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0.8100430369377136
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0.8092333078384399
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0.8088707327842712
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