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A BSDE approach to the asymmetric risk-sensitive optimization and its applications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hu, Mingshang, Ji, Shaolin, Xu, Rundong, Xue, Xiaole
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Probability 93E20, 60H10, 49K45
Online Access:	Acceder al recurso
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