Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Juan Li, Qingmeng Wei. Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. SIAM J. Control and Optimization, 52(3):1622-1662, 2014. [doi]

Abstract

Abstract is missing.