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"Infinite Horizon Stochastic Optimal Control Problems with Running Maximum ..."
Axel Kröner, Athena Picarelli, Hasnaa Zidani (2018)
- Axel Kröner, Athena Picarelli, Hasnaa Zidani:
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost. SIAM J. Control. Optim. 56(5): 3296-3319 (2018)
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