Weijun Meng, Jingtao Shi. Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case. In 15th International Conference on Control, Automation, Robotics and Vision, ICARCV 2018, Singapore, November 18-21, 2018. pages 1263-1270, IEEE, 2018. [doi]
Abstract is missing.