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"On a Class of Stochastic Optimal Control Problems Related to BSDEs with ..."

Marco Fuhrman, Ying Hu, Gianmario Tessitore (2006)

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DOI: 10.1137/050633548

access: closed

type: Journal Article

metadata version: 2021-10-14

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Marco Fuhrman, Ying Hu, Gianmario Tessitore:
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth. SIAM J. Control. Optim. 45(4): 1279-1296 (2006)

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