A general maximum principle for optimal control of forward–backward stochastic systems-Reference-Cited by-同舟云学术

A general maximum principle for optimal control of forward–backward stochastic systems

Published:2013-05 Issue:5 Volume:49 Page:1473-1480
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Wu Zhen

Funder

China National Funds for Distinguished Young Scientists

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference27 articles.

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2. Bahlali, S. (2008). A general stochastic maximum principle for optimal control problems of forward–backward systems. arXiv: 0801.4326v6 [math. PR].

3. Existence of optimal controls for systems driven by FBSDEs;Bahlali;Systems and Control Letters,2011

4. Lectures on stochastic control;Bensoussan,1982

5. Stochastic controls with terminal contingent conditions;Dokuchaev;Journal of Mathematical Analysis and Applications,1999

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