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Publication:2772020
zbMath0985.60063MaRDI QIDQ2772020
Jean-Pierre Lepeltier, Zhen Wu, Said Hamadène
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
infinite horizonstochastic optimal controlbackward stochastic differential equationstochastic differential gamereflected barriers
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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