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]
@article{FuhrmanHT06,
title = {On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth},
author = {Marco Fuhrman and Ying Hu and Gianmario Tessitore},
year = {2006},
doi = {10.1137/050633548},
url = {http://dx.doi.org/10.1137/050633548},
researchr = {https://researchr.org/publication/FuhrmanHT06},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {45},
number = {4},
pages = {1279-1296},
}