"Robust Control Problems of BSDEs Coupled with Value Functions."

Zhou Yang, Jing Zhang, Chao Zhou (2023)

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DOI: 10.1137/22M1511977

access: closed

type: Journal Article

metadata version: 2023-08-05

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Zhou Yang, Jing Zhang, Chao Zhou:
Robust Control Problems of BSDEs Coupled with Value Functions. SIAM J. Financial Math. 14(3): 721-750 (2023)

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