A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH QUADRATIC GENERATORS
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Institution:中泰证券金融研究院
Title of Paper:A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH QUADRATIC GENERATORS
Journal:SIAM Journal on Control and Optimization
Key Words: BMO-martingale;forward-backward stochastic control systems;linear BSDEs with unbounded coefficients;maximum principle;quadratic BSDEs
First Author:胡明尚
Document Code:1557661105770364929
Volume:60
Issue:3
Page Number:1791-1818
Number of Words:10
Translation or Not:No
Date of Publication:2022-01
Release Time:2023-05-20