Lim, A. E. B., & Zhou, X. Y. (2001). Linear-quadratic control of backward stochastic differential equations. SIAM Journal on Control & Optimization, 40(2), 450. https://doi.org/10.1137/S0363012900374737
Chicago Style (17th ed.) CitationLim, Andrew E. B., and Xun Yu Zhou. "Linear-quadratic Control of Backward Stochastic Differential Equations." SIAM Journal on Control & Optimization 40, no. 2 (2001): 450. https://doi.org/10.1137/S0363012900374737.
MLA (9th ed.) CitationLim, Andrew E. B., and Xun Yu Zhou. "Linear-quadratic Control of Backward Stochastic Differential Equations." SIAM Journal on Control & Optimization, vol. 40, no. 2, 2001, p. 450, https://doi.org/10.1137/S0363012900374737.
Warning: These citations may not always be 100% accurate.