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Found 982 Documents (Results 1–100)

Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions. arXiv:2310.03181

Preprint, arXiv:2310.03181 [math.OC] (2023).
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Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems. arXiv:2308.14506

Preprint, arXiv:2308.14506 [math.OC] (2023).
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