"BSDEs with Singular Terminal Condition and a Control Problem with Constraints."

Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse (2014)

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DOI: 10.1137/130923518

access: closed

type: Journal Article

metadata version: 2020-07-09

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Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse:
BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM J. Control. Optim. 52(2): 893-913 (2014)

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