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Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps

✍ Scribed by Detao Zhang

Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2010
Tongue: English
Weight: 241 KB
Volume: 24
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-010-8365-5

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