【摘 要】
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This paper is concerned with the connection between dynamic programming(DP)and maximum principle(MP)for the fully coupled forward-backward stochastic control system.where the recursive cost functional
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This paper is concerned with the connection between dynamic programming(DP)and maximum principle(MP)for the fully coupled forward-backward stochastic control system.where the recursive cost functional is defined as one of the solution to a controlled forward-backward stochastic differential equation(FBSDE).
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