On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585)

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scientific article; zbMATH DE number 5174447
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On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth
scientific article; zbMATH DE number 5174447

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    On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (English)
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    25 July 2007
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    stochastic optimal control
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    backward stochastic differential equations
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