Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities

Teng Song and Bin Liu
IEEE Transactions on Automatic Control 69 (1) 43 (2024)
https://doi.org/10.1109/TAC.2023.3261345

Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps

Bin Wang and Jingtao Shi
Journal of Systems Science and Complexity 37 (6) 2466 (2024)
https://doi.org/10.1007/s11424-024-4236-3

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty

Xiaojuan Li
Optimal Control Applications and Methods 44 (5) 2457 (2023)
https://doi.org/10.1002/oca.2988

Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems

Shaolin Ji and Haodong Liu
International Journal of Control 95 (7) 1979 (2022)
https://doi.org/10.1080/00207179.2021.1889033

Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems

Shaolin Ji and Haodong Liu
Optimal Control Applications and Methods 43 (4) 1076 (2022)
https://doi.org/10.1002/oca.2875