A note on the strong formulation of stochastic control problems with model uncertainty (Q2514472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the strong formulation of stochastic control problems with model uncertainty |
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A note on the strong formulation of stochastic control problems with model uncertainty (English)
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3 February 2015
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stochastic control problems
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model uncertainty
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stochastic games
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two-step optimization problem
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elementary feedback strategies
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stochastic Perron's method
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viscosity solutions
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