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Latest revision as of 11:30, 28 July 2024

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Maximum principle for discrete-time stochastic optimal control problem and stochastic game
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    Maximum principle for discrete-time stochastic optimal control problem and stochastic game (English)
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    29 March 2022
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    maximum principle
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    stochastic optimal control
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    stochastic game
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    discrete-time system
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    optimal investment/consumption choice
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