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Stochastics-an international journal of probability and stochastic processes. 1991;36(3):137-161. doi: 10.1080/17442509108833715 Q30.92025

A unified treatment of maximum principle and dynamic programming in stochastic controls

随机控制中最大原理与动态规划的统一处理方法

yu, Zhou Xun

DOI: 10.1080/17442509108833715

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期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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A unified treatment of maximum principle and dynamic programming in stochastic controls