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"Linear quadratic control of backward stochastic differential equation with ..."

Guangchen Wang, Wencan Wang, Zhiguo Yan (2021)

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DOI: 10.1016/J.AMC.2021.126164

access: closed

type: Journal Article

metadata version: 2023-08-28

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Guangchen Wang, Wencan Wang, Zhiguo Yan:
Linear quadratic control of backward stochastic differential equation with partial information. Appl. Math. Comput. 403: 126164 (2021)

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