Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems

Published 2010 View Full Article

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Title
Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems
Authors
Keywords
-
Journal
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 145, Issue 3, Pages 543-578
Publisher
Springer Nature
Online
2010-04-19
DOI
10.1007/s10957-010-9696-z

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