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Finite Difference Scheme for Stochastic Differential Games with Several Singular Control Variables and Its Environmental Application.

Hidekazu YoshiokaYuta Yaegashi
Published in: FDM (2018)
Keyphrases
  • finite difference
  • finite element
  • numerical scheme
  • partial differential equations
  • image segmentation
  • multiscale
  • control system
  • control method
  • numerical solution
  • stochastic control