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Preprint 20007


Numerical approximation of the value of a stochastic differential game with asymmetric information

Authors: L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo Projects: B3, C4
Published: SIAM Journal on Control and Optimization 59, no. 2 (2021), 1109-1135
Submission Date: 01.01.2020 Submitter: Frank Riedel
Download: PDF
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