Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Verification by stochastic Perron's method in stochastic exit time control problems |
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Verification by stochastic Perron's method in stochastic exit time control problems (English)
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17 July 2014
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stochastic optimal control
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verification
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viscosity solution
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exit time
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comparison result
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