Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function

E-ISSN： 1262-3377|24|1|311-354

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.24, Iss.1, 2018-05, pp. : 311-354

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