"Optimal Control of Diffusion Processes with Terminal Constraint in Law."

Samuel Daudin (2022)

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DOI: 10.1007/S10957-022-02053-8

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type: Journal Article

metadata version: 2022-10-18

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Samuel Daudin:
Optimal Control of Diffusion Processes with Terminal Constraint in Law. J. Optim. Theory Appl. 195(1): 1-41 (2022)

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