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On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework.
Imran H. Biswas
Published in:
SIAM J. Control. Optim. (2012)
Keyphrases
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game theory
data sets
data driven
learning automaton
perfect phylogeny
main contribution
closed form
nash equilibrium
perfect information
optimal control problems