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Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations

✍ Scribed by Fuhrman, Marco; Masiero, Federica; Tessitore, Gianmario

Book ID: 118205764
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 334 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/080730354

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