A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS
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Institution:中泰证券金融研究院
Title of Paper:A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS
Journal:SIAM Journal on Control and Optimization
First Author:胡明尚
All the Authors:Shaolin Ji
Document Code:328F3BC27D334CCBA3AF6E16CA7914B5
Translation or Not:No
Date of Publication:2018-12
Release Time:2019-10-22