location： Current position: Home >> Scientific Research >> Paper Publications

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

Hits:

Affiliation of Author(s):中泰证券金融研究院

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:2020-10-21

Pre One:KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY

Next One:Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:Times MOBILE Version
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep