Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	de Crescenzo, Anna, de Feo, Filippo, Pham, Huyên
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.03318