Two-player zero-sum stochastic differential games with random horizon (Q5203980)
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scientific article; zbMATH DE number 7141471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-player zero-sum stochastic differential games with random horizon |
scientific article; zbMATH DE number 7141471 |
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Two-player zero-sum stochastic differential games with random horizon (English)
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9 December 2019
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stochastic differential game
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dynamic programming
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viscosity solutions
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