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A stochastic recursive optimal control problem under the G-expectation framework

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Institution:中泰证券金融研究院

Title of Paper:A stochastic recursive optimal control problem under the G-expectation framework

Journal:Applied Mathematics & Optimization

First Author:胡明尚

All the Authors:杨淑振,Shaolin Ji

Document Code:lw-165354

Translation or Not:No

Date of Publication:2014-10

Release Time:2019-10-22

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