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The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk

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Institution:数学学院

Title of Paper:The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk

Journal:Acta Mathematica Sinica-English Series

First Author:Shaolin Ji

All the Authors:吴臻

Document Code:lw-88203

Volume:23

Issue:12

Page Number:2189

Translation or Not:No

Date of Publication:2007-12

Release Time:2019-04-14

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