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"Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for ..."
Qingmeng Wei, Zhiyong Yu (2021)
- Qingmeng Wei, Zhiyong Yu
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Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients. SIAM J. Control. Optim. 59(4): 2594-2623 (2021)
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