Optimal control of backward stochastic differential equations: The linear-quadratic case - researchr publication authors

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Andrew E. B. Lim, Xun Yu Zhou. Optimal control of backward stochastic differential equations: The linear-quadratic case. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 2890-2895, IEEE, 2000. [doi]

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