Pages that link to "Item:Q5159834"
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The following pages link to A BSDE approach to stochastic linear quadratic control problem (Q5159834):
Displaying 5 items.
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- Solving BSDE with Adaptive Control Variate (Q3078556) (← links)
- (Q5195914) (← links)
- On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585) (← links)
- BSDEs with Singular Terminal Condition and a Control Problem with Constraints (Q5494901) (← links)