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"Maximum principle for forward-backward SDEs with a general cost functional."

Qiang Gao, Shuzhen Yang (2017)

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DOI: 10.1080/00207179.2016.1214876

access: closed

type: Journal Article

metadata version: 2017-06-06

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  - journals/ijcon/GaoY17
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  - https://dblp.org/rec/journals/ijcon/GaoY17
Qiang Gao, Shuzhen Yang:
Maximum principle for forward-backward SDEs with a general cost functional. Int. J. Control 90(8): 1597-1603 (2017)

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