Gradient flows for regularized stochastic control problems (Q6576858)

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scientific article; zbMATH DE number 7885156
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    Gradient flows for regularized stochastic control problems
    scientific article; zbMATH DE number 7885156

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      Gradient flows for regularized stochastic control problems (English)
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      23 July 2024
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      gradient flow
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      stochastic control
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      Pontryagin optimality
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      backward stochastic differential equation
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