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

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Dynamic programming principle for stochastic recursive optimal control problem with delayed systems

Li Chen and Zhen Wu

ESAIM: COCV, 18 4 (2012) 1005-1026

Published online: 16 January 2012

DOI: 10.1051/cocv/2011187

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Li Chen

Zhen Wu

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