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

Mingshang Hu, Shaolin Ji, Rundong Xu (2022)

> Home

Details and statistics

DOI: 10.1137/20M137238X

access: closed

type: Journal Article

metadata version: 2023-08-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/HuJX22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/HuJX22
Mingshang Hu, Shaolin Ji, Rundong Xu:
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. SIAM J. Control. Optim. 60(3): 1791-1818 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.