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

E-ISSN： 1262-3377|21|4|1150-1177

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.21, Iss.4, 2015-07, pp. : 1150-1177

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