A note on the strong formulation of stochastic control problems with model uncertainty

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Publication:2514472

DOI10.1214/ECP.v19-3436zbMath1325.49025arXiv1402.4415OpenAlexW2005746928MaRDI QIDQ2514472

Mihai Sîrbu

Publication date: 3 February 2015

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.4415




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