Linear-quadratic control of backward stochastic differential equations.

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Bibliographic Details
Title:	Linear-quadratic control of backward stochastic differential equations.
Authors:	Lim, Andrew E. B., Zhou, Xun Yu
Source:	SIAM Journal on Control & Optimization; 2001, Vol. 40 Issue 2, p450-474, 25p
Database:	Applied Science & Technology Source

Description
ISSN:	03630129
DOI:	10.1137/S0363012900374737