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

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Title of Paper:Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in local case

Journal:American Control Conference

First Author:Tianyang NIE

Correspondence Author:Jingtao SHI

All the Authors:Zhen WU

Translation or Not:No

Date of Publication:2016-07

Included Journals:EI

Release Time:2022-03-28

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