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Preprints, Working Papers, ... Year : 2014

Singular mean-field control games with applications to optimal harvesting and investment problems

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hal-01108232 , version 1 (22-01-2015)

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Yaozhong Hu, Bernt Øksendal, Agnès Sulem. Singular mean-field control games with applications to optimal harvesting and investment problems. 2014. ⟨hal-01108232⟩
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