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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
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        Value: 10.1137/S0363012900374737
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        Text: English
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        PageCount: 25
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              Text: 2001
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