Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

Published 2010 View Full Article

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Title
Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
Authors
Keywords
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Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 48, Issue 6, Pages 4119-4156
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2010-05-15
DOI
10.1137/090763287

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