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Non-homogeneous stochastic linear-quadratic optimal control problems with multi-dimensional state and regime switching

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Chen, Yuyang, Luo, Peng
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Optimization and Control
Online-Zugang:	Acceder al recurso
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