Stochastic optimal control and BSDEs with logarithmic growth
نویسندگان
چکیده
منابع مشابه
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations
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ژورنال
عنوان ژورنال: Bulletin des Sciences Mathématiques
سال: 2012
ISSN: 0007-4497
DOI: 10.1016/j.bulsci.2011.12.008