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"Backward stochastic optimal control with mixed deterministic controller ..."

Huanjun Zhang, Zhiguo Yan (2020)

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DOI: 10.1016/J.AMC.2019.124842

access: closed

type: Journal Article

metadata version: 2020-02-21

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Huanjun Zhang, Zhiguo Yan:
Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. Appl. Math. Comput. 369 (2020)

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