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Latest revision as of 08:20, 5 March 2024

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Linear-Quadratic Control of Backward Stochastic Differential Equations
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    Linear-Quadratic Control of Backward Stochastic Differential Equations (English)
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    29 October 2001
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    backward stochastic differential equations
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    linear-quadratic optimal control
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    Riccati equations
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    completion of squares
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    constrained optimization
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