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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
To appear: SIAM Journal on Control and Optimization (2020)
Submission Date: 01.01.2020 Submitter: Frank Riedel
Download: PDF

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