RELATIONSHIP BETWEEN BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC CONTROLS: A LINEAR-QUADRATIC APPROACH.
| Autor: | Kohlmann, Michael1 michael.kohlmann@uni-konstanz.de, Xun Yu Zhou2 xyzhou@se.cuhk.edu.hk |
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| Zdroj: | SIAM Journal on Control & Optimization. 2000, Vol. 38 Issue 5, p1392. 16p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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