Optimal control of SDES with expected path constraints and related constrained FBSDES

Ying Hu, Shanjian Tang, Zuo Quan Xu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1-24
Number of pages24
JournalAnnals of Applied Statistics
Publication statusSubmitted - Jan 2022

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