Numerical Approximations for Stochastic Differential Games
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Publication:4785644
DOI10.1137/S0363012901389457zbMath1014.60035MaRDI QIDQ4785644
Publication date: 5 January 2003
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Differential games (aspects of game theory) (91A23) Numerical solutions to stochastic differential and integral equations (65C30) Functional limit theorems; invariance principles (60F17)
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