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"Connection between MP and DPP for stochastic recursive optimal control ..."
Tianyang Nie, Jingtao Shi, Zhen Wu (2016)
- Tianyang Nie

, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC 2016: 7225-7230

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