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Keyword [Recursive optimal control problem]
Result: 1 - 3 | Page: 1 of 1
1.
Time-inconsistent Stochastic Control Problems And Forward-backward Stochastic Differential Equations In Weak Formulation
2.
Reflected Backward Stochastic Differential Equations Under Nonlinear Expectations And Their Applications
3.
Stochastic Optimal Control Theory Under Nonlinear Expectation And Its Application In Finance
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