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Worst case model risk management |
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| Authors: | Denis Talay Ziyu Zheng |
| Institution: | (1) INRIA, 2004 route des Lucioles, BP 93, 06902 Sophia Antipolis cedex, France (e-mail: denis.talay@sophia.inria.fr) , FR |
| Abstract: | |
| Keywords: | : Model risk stochastic differential game Hamilton-Jacobi-Bellman-Isaacs equation |
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