ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function

Elena Bandini

ESAIM: COCV, 24 1 (2018) 311-354

Published online: 19 January 2018

DOI: 10.1051/cocv/2017006

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