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Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

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Cited by

2014Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations37 cited
2014A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework35 cited
2013Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs

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28 cited