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"Stochastic Target Games and Dynamic Programming via Regularized Viscosity ..."

Bruno Bouchard, Marcel Nutz (2016)

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DOI: 10.1287/MOOR.2015.0718

access: closed

type: Journal Article

metadata version: 2020-12-29

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Bruno Bouchard, Marcel Nutz:
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions. Math. Oper. Res. 41(1): 109-124 (2016)

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