A stochastic maximum principle for backward control systems with random default time

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Publication:2871780

DOI10.1080/00207179.2013.767941zbMath1278.49032OpenAlexW2052391451MaRDI QIDQ2871780

Tak Kuen Siu, Yang Shen

Publication date: 9 January 2014

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2013.767941






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