Maximum principle for optimal control of fully coupled...

ESAIM Control Optimisation and Calculus of Variations 2012 / 10 Vol. 18; Iss. 4

Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations

Huang, Jianhui, Shi, Jingtao
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Volume:
18
Language:
english
Journal:
ESAIM: Control, Optimisation and Calculus of Variations
DOI:
10.1051/cocv/2011204
Date:
October, 2012
File:
PDF, 322 KB
english, 2012
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