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20122023
most citedInferring Gene Regulatory Neural Networks for Bacterial Decision Making in Biofilms

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q-fin.PM2015

Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations

Yusong Li, Harry Zheng

In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients…