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Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dong, Huanqing, Shi, Jingtao
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93E20, 60H10, 49N10, 35K15
Online Access:	Acceder al recurso
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