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Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators.

Xiaohui ShenLong JiangDejian Tian
Published in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
  • special case
  • optimal solution
  • linear programming
  • linear program
  • stochastic differential equations
  • reinforcement learning