The perturbation method applied to a robust optimization problem with constraint (Q6594801)

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scientific article; zbMATH DE number 7903126
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The perturbation method applied to a robust optimization problem with constraint
scientific article; zbMATH DE number 7903126

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    The perturbation method applied to a robust optimization problem with constraint (English)
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    28 August 2024
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    backward stochastic differential equations
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    terminal perturbation
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    robust optimization
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