"Maximum Principle for Stochastic Recursive Optimal Control Problem under ..."

Mingshang Hu, Falei Wang (2020)

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DOI: 10.1137/19M128795X

access: closed

type: Journal Article

metadata version: 2020-07-29

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Mingshang Hu, Falei Wang:
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty. SIAM J. Control. Optim. 58(3): 1341-1370 (2020)

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