On dynamic programming principle for stochastic control under expectation constraints (Q2188945)
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scientific article
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| English | On dynamic programming principle for stochastic control under expectation constraints |
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On dynamic programming principle for stochastic control under expectation constraints (English)
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15 June 2020
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dynamic programming principle
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measurable selection
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intermediate expectation constraints
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dynamic trading constraints
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0.8428183794021606
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0.80073082447052
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0.7888191342353821
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