A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators

Mingshang Hu, Shaolin Ji, Rundong Xu. A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. SIAM J. Control and Optimization, 60(3):1791-1818, 2022. [doi]

Abstract

Abstract is missing.