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Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bandini, Elena, Keller, Christian
Format:	Preprint
Published:	2024
Subjects:	Probability Analysis of PDEs Optimization and Control 45K05, 35D99, 49L20, 90C40, 93E20
Online Access:	Acceder al recurso
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