A probabilistic approach to second order variational inequalities with bilateral constraints (Q1425696)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic approach to second order variational inequalities with bilateral constraints |
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A probabilistic approach to second order variational inequalities with bilateral constraints (English)
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17 March 2004
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variational inequalities
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viscosity solution
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stochastic differential game
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stopping time
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saddle point equilibrium
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Hamilton-Jacobi-Isaacs equations
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