A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides |
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A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (English)
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17 March 2017
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zero-sum continuous-time game
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incomplete information
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Hamilton-Jacobi equations
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stochastic differential game
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