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"Singularly Perturbed Forward-Backward Stochastic Differential Equations: ..."

Omar Kebiri, Lara Neureither, Carsten Hartmann (2018)

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DOI: 10.3390/COMPUTATION6030041

access: open

type: Journal Article

metadata version: 2022-10-02

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  - journals/computation/KebiriNH18
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Omar Kebiri, Lara Neureither, Carsten Hartmann:
Singularly Perturbed Forward-Backward Stochastic Differential Equations: Application to the Optimal Control of Bilinear Systems. Comput. 6(3): 41 (2018)

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