Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems

Fuente: arXiv

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Bibliographic Details
Main Authors:	Karoui, Nicole El, Tan, Xiaolu
Format:	Preprint
Published:	2013
Subjects:	Optimization and Control Primary 28B20, 49L20, secondary 93E20, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1310.3364