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

By Jingtao Shi, Zhen Wu. 2010

50 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/6bb3c7f47d10a70d204686dd1eb4a62cda8c8cd2