"Optimality Variational Principle for Controlled Forward-Backward ..."

Jiongmin Yong (2010)

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DOI: 10.1137/090763287

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type: Journal Article

metadata version: 2020-07-09

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Jiongmin Yong:
Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions. SIAM J. Control. Optim. 48(6): 4119-4156 (2010)

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