ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain

Juan Li and Shanjian Tang

ESAIM: COCV, 21 4 (2015) 1150-1177

Published online: 06 July 2015

DOI: 10.1051/cocv/2014062

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Juan Li

Shanjian Tang

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