BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations

Author： El-Karoui N. Hamadene S.

Publisher： Elsevier

ISSN： 0304-4149

Source： Stochastic Processes and their Applications, Vol.107, Iss.1, 2003-09, pp. : 145-169

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