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A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators

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Institution:中泰证券金融研究院

Title of Paper:A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators

Journal:SIAM J. CONTROL OPTIM.

First Author:胡明尚

Document Code:AEBFEADC2DEB471F8E2311734CF3B288

Issue:60

Number of Words:28

Translation or Not:No

Date of Publication:2022-06

Release Time:2022-12-26

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