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Keywords : viscosity solution
labStructName_t : Laboratoire Jacques-Louis Lions
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Numerical approximation for a superreplication problem under gamma constraints

Benjamin Bruder , Olivier Bokanowski , Stefania Maroso , Hasnaa Zidani
SIAM Journal on Numerical Analysis, 2009, 47 (3), pp.2289-2320. ⟨10.1137/080725222⟩
Journal articles hal-00278077v1