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An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations

Na Li, Yuan Wang, Zhen Wu. An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations. J. Optimization Theory and Applications, 179(2):722-744, 2018. [doi]

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