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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:AEF9295B17BC4734B437A6B9BD8FC6D3

Issue:28

Number of Words:21

Translation or Not:No

Date of Publication:2022-03

Release Time:2023-05-23

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