"A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward ..."

Mingshang Hu, Shaolin Ji, Xiaole Xue (2018)

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DOI: 10.1137/18M1179547

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type: Journal Article

metadata version: 2020-07-09

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Mingshang Hu, Shaolin Ji, Xiaole Xue:
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. SIAM J. Control. Optim. 56(6): 4309-4335 (2018)

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