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Relationship between stochastic maximum principle and dynamic programming principle under convex expectation

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Li, Xiaojuan, Hu, Mingshang
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control 93E20, 60H10, 35K15
Accesso online:	Acceder al recurso
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