"Linear-Quadratic Control of Backward Stochastic Differential Equations."

Andrew E. B. Lim, Xun Yu Zhou (2001)

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DOI: 10.1137/S0363012900374737

access: closed

type: Journal Article

metadata version: 2020-07-09

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Andrew E. B. Lim, Xun Yu Zhou:
Linear-Quadratic Control of Backward Stochastic Differential Equations. SIAM J. Control. Optim. 40(2): 450-474 (2001)

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