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Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework

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References

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2013Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems54 cited

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2023Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents32 cited
2014An Overview of Viscosity Solutions of Path-Dependent PDEs30 cited
2020Zero-sum path-dependent stochastic differential games in weak formulation29 cited

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