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Stochastics-an international journal of probability and stochastic processes. 1992;38(2):119-134. doi: 10.1080/17442509208833749 Q30.92025

A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

Peng, Shige

DOI: 10.1080/17442509208833749

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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 Generalized dynamic programming principle and hamilton-jacobi-bellman equation