Switching Games of Stochastic Differential Systems (Q3506530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Switching Games of Stochastic Differential Systems |
scientific article |
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Switching Games of Stochastic Differential Systems (English)
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16 June 2008
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stochastic differential games
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dynamic programming inequalities
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switching strategies
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value function
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viscosity solution
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