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20182023
most citedAMC: AutoML for Model Compression and Acceleration on Mobile Devices

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math.OC2023

A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications

Jingtao Lin, Jingtao Shi

This paper is concerned with a kind of risk-sensitive optimal control problem for fully coupled forward-backward stochastic systems. The control variable enters the diffusion term…