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20172026
most citedVariational approach to rare event simulation using least-squares regression

22 citations · 27 across the 9 of their papers we have counts for

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math.OC2023

Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics

Omar Kebiri, Nabil Elgroud

This paper investigates the existence of a G-relaxed optimal control of a controlled stochastic differential delay equation driven by G-Brownian motion (G-SDDE in short). First, we…