Optimal Control of Backward Stochastic Differential Equations: The Linear-quadratic Case
Refereed conference paper presented and published in conference proceedings


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All Author(s) ListLIM A.E.B., ZHOU Xunyu
Name of ConferenceIEEE
Proceedings TitleIEEE
Detailed descriptionProceedings of the 39th IEEE Conference on Decision and Control
Year2000
Pages2890
LanguagesEnglish-United Kingdom
KeywordsDIFFERENTIAL EQUATIONS

Last updated on 2018-18-01 at 03:56