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"A Level-Set Approach for Stochastic Optimal Control Problems Under ..."
Géraldine Bouveret, Athena Picarelli (2020)
- Géraldine Bouveret, Athena Picarelli:
A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. J. Optim. Theory Appl. 186(3): 779-805 (2020)
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