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"Stochastic control for BSDEs and ABSDEs with Markov chain noises."

Zhe Yang, Robert J. Elliott (2020)

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DOI: 10.1080/00207179.2018.1539874

access: closed

type: Journal Article

metadata version: 2020-09-05

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Zhe Yang, Robert J. Elliott:
Stochastic control for BSDEs and ABSDEs with Markov chain noises. Int. J. Control 93(9): 2029-2042 (2020)

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