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"A Modified Method of Successive Approximations for Stochastic Recursive ..."
Shaolin Ji, Rundong Xu (2022)
- Shaolin Ji, Rundong Xu:
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems. SIAM J. Control. Optim. 60(5): 2759-2786 (2022)
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