Rundong Xu
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Bibliography
2022
A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems.
SIAM J. Control. Optim., 2022
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators.
SIAM J. Control. Optim., 2022
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems.
CoRR, 2022