Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489)
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| Language | Label | Description | Also known as |
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| English | Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance |
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Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (English)
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24 October 2017
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stochastic control
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stochastic maximum principle
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stochastic differential games
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mean-field model
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backward stochastic differential equations
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