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Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
Wei, Qingmeng, Yong, Jiongmin, Yu, ZhiyongVolume:
25
Année:
2019
Journal:
ESAIM: Control, Optimisation and Calculus of Variations
DOI:
10.1051/cocv/2018013
Fichier:
PDF, 610 KB
2019