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26 October 2012
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Legendre transform
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von Neumann's minimax theorem
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Fenchel's duality theorem
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shortest path between graphs/obstacles
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geodesic
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optimal stopping problem/game
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free boundary problem
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Brownian motion
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diffusion/Markov process, superharmonic/subharmonic/semiharmonic characterisation of the value function
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Stackelberg/Nash equilibrium
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primal and dual problems of optimal stopping
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