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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†

✍ Scribed by Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim


Book ID
115444315
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
192 KB
Volume
84
Category
Article
ISSN
1744-2508

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