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"A Modified Method of Successive Approximations for Stochastic Recursive ..."

Shaolin Ji, Rundong Xu (2022)

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DOI: 10.1137/21M1418204

access: closed

type: Journal Article

metadata version: 2023-08-28

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Shaolin Ji, Rundong Xu:
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems. SIAM J. Control. Optim. 60(5): 2759-2786 (2022)

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