Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes

Fulvia Confortola, Marco Fuhrman. Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes. SIAM J. Control and Optimization, 51(5):3592-3623, 2013. [doi]

Authors

Fulvia Confortola

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Marco Fuhrman

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