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2BSDE with uncertain horizon and application to stochastic control in erratic environments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gennaro, Alberto, Mastrolia, Thibaut
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control 60G12, 60H20, 60H30, 93E20
Online Access:	Acceder al recurso
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