Maximum Principle for Backward Doubly Stochastic Control Systems with Applications

Yuecai Han, Shige Peng, Zhen Wu. Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. SIAM J. Control and Optimization, 48(7):4224-4241, 2010. [doi]

Authors

Yuecai Han

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Shige Peng

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Zhen Wu

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