Zhe Yang, Robert J. Elliott. Stochastic control for BSDEs and ABSDEs with Markov chain noises. Int. J. Control, 93(9):2029-2042, 2020. [doi]
@article{YangE20,
title = {Stochastic control for BSDEs and ABSDEs with Markov chain noises},
author = {Zhe Yang and Robert J. Elliott},
year = {2020},
doi = {10.1080/00207179.2018.1539874},
url = {https://doi.org/10.1080/00207179.2018.1539874},
researchr = {https://researchr.org/publication/YangE20},
cites = {0},
citedby = {0},
journal = {Int. J. Control},
volume = {93},
number = {9},
pages = {2029-2042},
}