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THE EXISTENCE AND UNIQUENESS OF VISCOSITY SOLUTION TO A KIND OF HAMILTON-JACOBI-BELLMAN EQUATION

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Affiliation of Author(s):中泰证券金融研究院

Journal:SIAM Journal on Control and Optimization

First Author:胡明尚

Document Code:20045C63AD0D441099F4E288F8F240A9

Volume:57

Issue:6

Page Number:3911

Number of Words:28

Translation or Not:no

Date of Publication:2019-12-30

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