Linear quadratic stochastic integral games and related topics (Q904652)

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scientific article; zbMATH DE number 6529702
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English
Linear quadratic stochastic integral games and related topics
scientific article; zbMATH DE number 6529702

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    Linear quadratic stochastic integral games and related topics (English)
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    13 January 2016
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    stochastic integral games
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    backward stochastic Volterra integral equations
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    stochastic Fredholm-Volterra integral equations
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    saddle points
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    linear quadratic optimal control problems
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