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zbMath1224.93138MaRDI QIDQ3072877

Lan Zhu, Yuan Zhou

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimal control forward-backward stochastic equation non-quadratic performance quasi-Riccati equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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