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The stochastic maximum principle in singular optimal control with recursive utilities

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Affiliation of Author(s):中泰证券金融研究院

Journal:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:7C3F5BDBA8AD43988192A7A534A0928C

Volume:471

Issue:1-2

Page Number:378

Translation or Not:no

Date of Publication:2019-03-01

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