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A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS

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Affiliation of Author(s):中泰证券金融研究院

Journal:SIAM Journal on Control and Optimization

All the Authors:Shaolin Ji

First Author:humingshang

Indexed by:Unit Twenty Basic Research

Document Code:328F3BC27D334CCBA3AF6E16CA7914B5

Translation or Not:no

Date of Publication:2018-12-01

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