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Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

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Institution:中泰证券金融研究院

Title of Paper:Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

Journal:ESAIM: Control, Optimisation and Calculus of Variations

First Author:胡明尚

Document Code:BA31C863395F457EAAAFC0A2A1775389

Issue:28

Number of Words:21

Translation or Not:No

Date of Publication:2022-03

Release Time:2022-12-26

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