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]
@inproceedings{LimZ00a,
title = {Optimal control of backward stochastic differential equations: The linear-quadratic case},
author = {Andrew E. B. Lim and Xun Yu Zhou},
year = {2000},
doi = {10.1109/CDC.2000.914250},
url = {https://doi.org/10.1109/CDC.2000.914250},
researchr = {https://researchr.org/publication/LimZ00a},
cites = {0},
citedby = {0},
pages = {2890-2895},
booktitle = {39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000},
publisher = {IEEE},
isbn = {0-7803-6638-7},
}