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Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Mastrogiacomo, Elisa, Tarsia, Marco
Format:	Preprint
Publié:	2021
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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