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

Published 2012 View Full Article

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Title
Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
Authors
Keywords
-
Journal
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
Volume 18, Issue 4, Pages 1073-1096
Publisher
EDP Sciences
Online
2012-01-16
DOI
10.1051/cocv/2011204

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