Dynamic Programming Principle for tug-of-war games with noise

Author: Manfredi Juan J.   Parviainen Mikko   Rossi Julio D.  

Publisher: Edp Sciences

E-ISSN: 1262-3377|18|1|81-90

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.18, Iss.1, 2012-02, pp. : 81-90

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Abstract