Decomposition of convex high dimensional aggregative stochastic control problems

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Publication:2701085

DOI10.1007/s00245-023-09977-1OpenAlexW4363675700MaRDI QIDQ2701085

Vincenzo Trovato, Antonio De Paola, Clémence Alasseur, Adrien Seguret, Nadia Oudjane, Joseph Frédéric Bonnans

Publication date: 27 April 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.09827



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