Qiang Gao, Shuzhen Yang. Maximum principle for forward-backward SDEs with a general cost functional. Int. J. Control, 90(8):1597-1603, 2017. [doi]
@article{GaoY17-0,
title = {Maximum principle for forward-backward SDEs with a general cost functional},
author = {Qiang Gao and Shuzhen Yang},
year = {2017},
doi = {10.1080/00207179.2016.1214876},
url = {https://doi.org/10.1080/00207179.2016.1214876},
researchr = {https://researchr.org/publication/GaoY17-0},
cites = {0},
citedby = {0},
journal = {Int. J. Control},
volume = {90},
number = {8},
pages = {1597-1603},
}