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A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hounkpe, Onésime, Firoozi, Dena, Gao, Shuang
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Systems and Control Probability Mathematical Finance 60H30, 91A12, 49N80, 93E20, 91G15
Online Access:	Acceder al recurso
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