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Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guo, Mingxin, Xu, Zuo Quan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Analysis of PDEs Mathematical Finance
Online Access:	Acceder al recurso
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