Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080)

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Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
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    Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (English)
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    26 April 2007
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    minimax games
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    uncertain systems
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    stochastic differential equations
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    infinite dimensional
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