Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems*
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Institution:中泰证券金融研究院
Title of Paper:Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems*
Journal:ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
First Author:胡明尚
Document Code:8D2EBDDDD26F4CEAA02301EA48D9EFBC
Volume:26
Number of Words:72
Translation or Not:No
Date of Publication:2020-10
Release Time:2021-06-01