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most citedLinear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions

13 citations · 30 across the 23 of their papers we have counts for

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math-ph2012

An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints

Qingmeng Wei, Xinling Xiao

This paper is devoted to the stochastic optimal control problems for systems governed by forward-backward stochastic Volterra integral equations (FBSVIEs, for short) with state con…