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

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A stochastic maximum principle for forward–backward stochastic control systems with quadratic generators and sample-wise constraints

Shaolin Ji and Rundong Xu

ESAIM: COCV, 30 (2024) 29

Published online: 12 April 2024

DOI: 10.1051/cocv/2024021

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Shaolin Ji

Rundong Xu

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