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20132026
most citedExistence and uniqueness for backward stochastic differential equations driven by a random measure

7 citations · 12 across the 16 of their papers we have counts for

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math.OC2017

Constrained BSDEs driven by a non quasi-left-continuous random measure and optimal control of PDMPs on bounded domains

Elena Bandini

We consider an optimal control problem for piecewise deterministic Markov processes (PDMPs) on a bounded state space. The control problem under study is very general: a pair of con…