Statistical Learning for Probability-Constrained Stochastic Optimal Control

Fuente: arXiv

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Bibliographic Details
Main Authors:	Balata, Alessandro, Ludkovski, Michael, Maheshwari, Aditya, Palczewski, Jan
Format:	Preprint
Published:	2019
Subjects:	Optimization and Control Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1905.00107