A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

By Qingxin Meng. 2009

54 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/b00987062a65805cff37a3b8767e0d1a51ab249f

How researchers see this paper

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In Demography

1. Zhen Wu
2. Jingtao Shi

In Finance

1. Zhen Wu
2. Jingtao Shi

Citations in the corpus

• Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems (2010, background): “See Baghery and Oksendal [21], Meyer-Brandis et al. [22], Oksendal and Sulem [23], Meng [ 24 ], etc.”