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Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case

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Journal:SIAM Journal on Control and Optimization

All the Authors:Zhen Wu

First Author:Tianyang Nie

Indexed by:Journal paper

Correspondence Author:Jingtao Shi

Discipline:Natural Science

First-Level Discipline:Mathematics

Volume:55

Issue:5

Page Number:3258–3294

Translation or Not:no

Date of Publication:2017-08-01

Included Journals:SCI

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