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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

All the Authors:Shaolin Ji

Document Code:7C3F5BDBA8AD43988192A7A534A0928C

Volume:471

Issue:1-2

Page Number:378

Number of Words:20

Translation or Not:No

Date of Publication:2019-03

Release Time:2019-10-25

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