%0 Journal Article %T A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions %A Paulwin Graewe %A Ulrich Horst %A Jinniao Qiu %J Mathematics %D 2013 %I arXiv %R 10.1137/130944084 %X We establish existence, uniqueness and regularity of solution results for a class of backward stochastic partial differential equations with singular terminal condition. The equation describes the value function of non-Markovian stochastic optimal control problem in which the terminal state of the controlled process is pre-specified. The analysis of such control problems is motivated by models of optimal portfolio liquidation. %U http://arxiv.org/abs/1309.0461v4