A BSDE approach to stochastic differential games with incomplete information (Q424510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE approach to stochastic differential games with incomplete information |
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A BSDE approach to stochastic differential games with incomplete information (English)
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1 June 2012
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stochastic differential games
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backward stochastic differential equations
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dynamic programming
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viscosity solutions
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