Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907)

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scientific article; zbMATH DE number 6980522
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    Stochastic \(L^1\)-optimal control via forward and backward sampling
    scientific article; zbMATH DE number 6980522

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      Stochastic \(L^1\)-optimal control via forward and backward sampling (English)
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      16 November 2018
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      stochastic \(L^1\) optimal control
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      forward and backward stochastic differential equations
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