Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps

Title
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps
Authors
Keywords
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Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 48, Issue 5, Pages 2945-2976
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2009-11-12
DOI
10.1137/080739781

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