"Constrained Quadratic Risk Minimization via Forward and Backward ..."

Yusong Li, Harry Zheng (2018)

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DOI: 10.1137/15M1052457

access: closed

type: Journal Article

metadata version: 2020-07-09

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Yusong Li, Harry Zheng:
Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations. SIAM J. Control. Optim. 56(2): 1130-1153 (2018)

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