Title | Journal | Journal Categories | Citations | Publication Date |
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Title | 2013 | |||
Title | 1995 | |||
Title | 2019 | |||
A numerical scheme for BSDEs | The Annals of Applied Probability |
| 206 | 2004 |
10.1109/TAC.2015.2411911 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities | IEEE Transactions on Automatic Control |
| 2024 |