Author： Wang Weifeng Liu Bin
Publisher： Taylor & Francis Ltd
ISSN： 1366-5820
Source： International Journal of Control, Vol.86, Iss.5, 2013-05, pp. : 942-952
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Abstract
We consider the second-order Taylor expansion for backward doubly stochastic control system. The results are obtained under no restriction on the convexity of control domain. Moreover, the control variable is allowed in the drift coefficient and the diffusion coefficient.
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