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

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Affiliation of Author(s):中泰证券金融研究院

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:2022-06-01

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