Maximum principle for stochastic optimal control problem of forward-backward system with delay

Li Chen, Zhen Wu. Maximum principle for stochastic optimal control problem of forward-backward system with delay. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 2899-2904, IEEE, 2009. [doi]

@inproceedings{ChenW09-24,
  title = {Maximum principle for stochastic optimal control problem of forward-backward system with delay},
  author = {Li Chen and Zhen Wu},
  year = {2009},
  doi = {10.1109/CDC.2009.5400152},
  url = {http://dx.doi.org/10.1109/CDC.2009.5400152},
  tags = {control systems},
  researchr = {https://researchr.org/publication/ChenW09-24},
  cites = {0},
  citedby = {0},
  pages = {2899-2904},
  booktitle = {Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China},
  publisher = {IEEE},
}