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

✍ Scribed by Yong, Jiongmin

• Book ID: 118204906
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2010
• Tongue: English
• Weight: 372 KB
• Volume: 48
• Category: Article
• ISSN: 0363-0129
• DOI: 10.1137/090763287