Publication:4438213
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zbMath1047.93049MaRDI QIDQ4438213
Publication date: 2002
stochastic optimal control; backward stochastic differential equations; linear quadratic problems; Riccati-type equations; completion of squares technique
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
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