Linear-quadratic control of backward stochastic differential equations.
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| Title: | Linear-quadratic control of backward stochastic differential equations. |
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| 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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