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"Maximum principle for forward-backward stochastic control system under ..."

Zhongyang Sun (2016)

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DOI: 10.1016/J.CAM.2015.10.034

access: open

type: Journal Article

metadata version: 2021-02-16

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Zhongyang Sun:
Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming. J. Comput. Appl. Math. 296: 753-775 (2016)

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