oksendal.sulem.ea:11:optimal¶
BibTeX Entry:
@article{oksendal.sulem.ea:11:optimal,
author = {{\O}ksendal, Bernt and Sulem, Agn\`es and Zhang, Tusheng},
doi = {10.1239/aap/1308662493},
fjournal = {Advances in Applied Probability},
issn = {0001-8678},
journal = {Adv. in Appl. Probab.},
mrclass = {49K45 (35R60 60H10 60H15 60J75 91G80)},
mrnumber = {2848391},
mrreviewer = {Giorgio Fabbri},
number = {2},
pages = {572--596},
title = {Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations},
url = {https://doi.org/10.1239/aap/1308662493},
volume = {43},
year = {2011}
}