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Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations

Xun Li, Jingrui Sun, Jie Xiong

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Source: Crossref

Published: Dec 7, 2017

DOI: 10.1007/s00245-017-9464-7

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Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations — Mathematical Frontier Network