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A class of stochastic control problems with state constraints

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	De Angelis, Tiziano, Ekström, Erik
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Probability Mathematical Finance 93E20, 49N10, 35K58, 49L20, 60J70
Accesso online:	Acceder al recurso
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