Some new BSDE results for an infinite-horizon stochastic control problem
DOI10.1007/978-3-642-18412-3_14zbMATH Open1230.91202OpenAlexW84052466MaRDI QIDQ5198567FDOQ5198567
Authors: Ying Hu, Martin Schweizer 
Publication date: 8 August 2011
Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-18412-3_14
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