Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
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Institution:中泰证券金融研究院
Title of Paper:Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
Journal:Optimal control applications and methods
First Author:Shaolin Ji
Document Code:lw-183645
Translation or Not:No
Date of Publication:2015-01
Release Time:2019-04-14