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Guaranteed Deterministic Approach to Superhedging: the Semicontinuity and Continuity Properties of Solutions of the Bellman-Isaacs Equations.
S. N. Smirnov
Published in:
Autom. Remote. Control. (2021)
Keyphrases
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polynomial equations
boundary value problem
close relation
closed form solutions
website
optimal solution
mathematical model
database
multi objective
differential equations
desirable properties
piecewise linear
numerical solution
preference criteria