On dynamic programming principle for stochastic control under expectation constraints (Q2188945)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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