Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach. - Michael Kohlmann; Xun Yu Zhou (SIAM J. Control. Optim., 2000)

Minimization of Risk and Linear Quadratic Optimal Control Theory. - Michael Kohlmann; Shanjian Tang (SIAM J. Control. Optim., 2003)

Multidimensional Backward Stochastic Riccati Equations and Applications. - Michael Kohlmann; Shanjian Tang (SIAM J. Control. Optim., 2003)