Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case - researchr publication authors

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Tianyang Nie, Jingtao Shi, Zhen Wu. Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 7225-7230, IEEE, 2016. [doi]

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