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"Infinite horizon optimal control of forward-backward stochastic ..."

Nacira Agram, Bernt Øksendal (2014)

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DOI: 10.1016/J.CAM.2013.04.048

access: open

type: Journal Article

metadata version: 2021-02-16

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Nacira Agram, Bernt Øksendal:
Infinite horizon optimal control of forward-backward stochastic differential equations with delay. J. Comput. Appl. Math. 259: 336-349 (2014)

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