horst.qiu.ea:16:constrained¶
BibTeX Entry:
@article{horst.qiu.ea:16:constrained,
author = {Horst, Ulrich and Qiu, Jinniao and Zhang, Qi},
doi = {10.1137/15M1031060},
fjournal = {SIAM Journal on Control and Optimization},
issn = {0363-0129,1095-7138},
journal = {SIAM J. Control Optim.},
mrclass = {93E20 (49J55 60H15 91G80)},
mrnumber = {3482391},
mrreviewer = {Mokhtar\ Hafayed},
number = {2},
pages = {946--963},
title = {A constrained control problem with degenerate coefficients
and degenerate backward {SPDE}s with singular terminal
condition},
url = {https://doi.org/10.1137/15M1031060},
volume = {54},
year = {2016}
}