Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- 1 January 2000
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 38 (5) , 1392-1407
- https://doi.org/10.1137/s036301299834973x
Abstract
No abstract availableThis publication has 15 references indexed in Scilit:
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