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scientific article; zbMATH DE number 2015378
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scientific article; zbMATH DE number 2015378

    Statements

    author
    Andrew E. B. Lim
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    Xun Yu Zhou
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    publication date
    2002
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    zbMATH Keywords
    stochastic optimal control
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    backward stochastic differential equations
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    Riccati-type equations
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    completion of squares technique
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    linear quadratic problems
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H30
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    60H10
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    zbMATH DE Number
    2015378
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