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most citedTensor Recovery Based on A Novel Non-convex Function Minimax Logarithmic Concave Penalty Function

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math.OC2024

Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon

Chang Liu, Hongtao Fan, Yajing Li

This paper addresses a class of two-person zero-sum stochastic differential equations, which encompass Markov chains and fractional Brownian motion, and satisfy some monotonicity c…