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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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Affiliation of Author(s):数学学院

Journal:Acta Mathematica Sinica-English Series

All the Authors:Wu Zhen

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:lw-88203

Volume:23

Issue:12

Page Number:2189

Translation or Not:no

Date of Publication:2007-12-01

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