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

Author: Huang Jianhui   Shi Jingtao  

Publisher: Edp Sciences

E-ISSN: 1262-3377|18|4|1073-1096

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.18, Iss.4, 2012-12, pp. : 1073-1096

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Abstract