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Optimal control of conditioned processes with feedback controls
Yves Achdou
,
Mathieu Laurière
,
Pierre-Louis Lions
Jul 1, 2020
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DOI
Type
Journal article
Publication
Journal de Mathématiques Pures et Appliquées
Date
July, 2020
Optimal control of conditioned process
Optimal control driven by an eigenvalue problem
Optimality conditions
Numerical simulations
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