Maximum principle for forward-backward doubly stochastic control systems and applications*

Author: Zhang Liangquan   Shi Yufeng  

Publisher: Edp Sciences

E-ISSN: 1262-3377|17|4|1174-1197

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.17, Iss.4, 2011-11, pp. : 1174-1197

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Abstract