[1]
Tcheick, K. et al. 2025. Optimal control via FBSDE with dynamic risk penalization: a structuring formulation based on Pontryagin’s principle. Journal of Innovative Applied Mathematics and Computational Sciences. 5, 1 (Jul. 2025), 143–168. DOI:https://doi.org/10.58205/jiamcs.v5i1.1950.