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Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Leão, Dorival, Ohashi, Alberto, de Souza, Francys Andrews
Natura:	Preprint
Pubblicazione:	2020
Soggetti:	Probability Optimization and Control
Accesso online:	Acceder al recurso
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