On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth

Marco Fuhrman, Ying Hu, Gianmario Tessitore. On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth. SIAM J. Control and Optimization, 45(4):1279-1296, 2006. [doi]

Abstract

Abstract is missing.