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Preprint 20026
Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework
Authors:
Hanwu Li
,
Falei Wang
Projects:
C3
Published: Journal of Optimization Theory and Applications
183
(2020), 422–439
Submission Date: 24.02.2020
Submitter:
Frank Riedel
Download:
PDF
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