Optimal stochastic control, stochastic target problems, and backward SDE

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish (US)
Title of host publicationOptimal Stochastic Control,Stochastic Target Problems,and Backward SDE
EditorsNizar Touzi
Edition1
DOIs
StatePublished - 2012

Publication series

NameFields Institute Monographs
Number1
Volume29
ISSN (Print)1069-5273

ASJC Scopus subject areas

  • General Mathematics

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