Particle methods for stochastic optimal control problems
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DOI: 10.1007/s10589-013-9579-y
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- K. Barty & J.-P. Chancelier & G. Cohen & M. Lara & T. Guilbaud & P. Carpentier, 2006. "Dual effect free stochastic controls," Annals of Operations Research, Springer, vol. 142(1), pages 41-62, February.
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