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All issues ESAIM: COCV, 17 4 (2011) 1174-1197 Article references

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Cited article:

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Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control of Forward-Backward Doubly SDEs with Jumps Under Full and Partial Information

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The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes

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Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations

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Partially observed optimal controls of forward-backward doubly stochastic systems

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Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls

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