Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ackermann, Julia, Kruse, Thomas, Petrov, Petr, Popier, Alexandre
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.03747