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On Dynamic Programming Principle for Stochastic Control Under Expectation Constraints
Chow, Yuk-Loong, Yu, Xiang, Zhou, ChaoVolume:
185
Journal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-020-01673-2
Date:
June, 2020
File:
PDF, 343 KB
2020