The following publications are possibly variants of this publication:
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic SystemsMingshang Hu, Shaolin Ji, Xiaole Xue. siamco, 56(6):4309-4335, 2018. [doi]
- Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systemsShaolin Ji, Haodong Liu. ijcon, 95(7):1979-1992, 2022. [doi]
- Quadratic optimal control of switched linear stochastic systemsWei Zhang, Jianghai Hu, Jianming Lian. scl, 59(11):736-744, 2010. [doi]