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Approximating the value functions for stochastic differential games with the ones having bounded second derivatives - MaRDI portal

Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (Q468739)

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Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
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    Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (English)
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    7 November 2014
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    stochastic differential games
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    Isaacs equation
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    value functions
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