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    Optimal control via FBSDE with dynamic risk penalization: a structuring formulation based on Pontryagin's principle

    Optimal control via FBSDE with dynamic risk penalization: a structuring formulation based on Pontryagin's principle by Kayembe Tcheick, Mubenga Kamputo Pascal, Bofeki Bosonga, Eugene Mbuyi Mukendi

    Published 2025-07-01
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