Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes
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Publication:2873847
DOI10.1137/120902835zbMath1279.93106arXiv1205.5140OpenAlexW2113393771MaRDI QIDQ2873847
Marco Fuhrman, Fulvia Confortola
Publication date: 27 January 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5140
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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