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

Backward SDEs and infinite horizon stochastic optimal control

Fulvia Confortola, Andrea Cosso and Marco Fuhrman

ESAIM: COCV, 25 (2019) 31

Published online: 09 August 2019

DOI: 10.1051/cocv/2018022

Fulvia Confortola

Andrea Cosso

Marco Fuhrman

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