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Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models

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Bibliographic Details
Main Authors:	de Feo, Filippo, Mekkaoui, Samy
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 49N10, 93E20, 60K35
Online Access:	Acceder al recurso
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