The stochastic maximum principle in singular optimal control with recursive utilities
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Institution:中泰证券金融研究院
Title of Paper:The stochastic maximum principle in singular optimal control with recursive utilities
Journal:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal
First Author:Shaolin Ji
Document Code:7C3F5BDBA8AD43988192A7A534A0928C
Volume:471
Issue:1-2
Page Number:378
Translation or Not:No
Date of Publication:2019-03
Release Time:2019-10-22