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Journal: Computation, 2018
Volume: 6
Number: 41
Article:
Singularly Perturbed Forward-Backward Stochastic Differential Equations: Application to the Optimal Control of Bilinear Systems
Authors:
by
Omar Kebiri, Lara Neureither and Carsten Hartmann
Link:
https://www.mdpi.com/2079-3197/6/3/41
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