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"Linear Quadratic Stochastic Control Problems with Stochastic Terminal ..."

Peter Bank, Moritz Voß (2018)

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DOI: 10.1137/16M1104597

access: closed

type: Journal Article

metadata version: 2020-07-09

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Peter Bank, Moritz Voß:
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint. SIAM J. Control. Optim. 56(2): 672-699 (2018)

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