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Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems

Fuente: arXiv

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Bibliographic Details
Main Author:	de Feo, Filippo
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Analysis of PDEs Probability 49L25, 93E20, 60H15, 49L20, 35R15, 49L12, 34K50
Online Access:	Acceder al recurso
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