ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems

Mingshang Hu, Shaolin Ji and Xiaole Xue

ESAIM: COCV, 26 (2020) 81

Published online: 21 October 2020

DOI: 10.1051/cocv/2020051

Mingshang Hu

Shaolin Ji

Xiaole Xue

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