Numerical Approximations for Stochastic Differential Games (Q4785644)
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scientific article; zbMATH DE number 1848461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximations for Stochastic Differential Games |
scientific article; zbMATH DE number 1848461 |
Statements
Numerical Approximations for Stochastic Differential Games (English)
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5 January 2003
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stochastic differential games
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numerical methods
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Markov chain approximation
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