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On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth

✍ Scribed by Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario

Book ID: 118744041
Publisher: Society for Industrial and Applied Mathematics
Year: 2006
Tongue: English
Weight: 206 KB
Volume: 45
Category: Article
ISSN: 0363-0129
DOI: 10.1137/050633548

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