Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case

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]

@inproceedings{MengS18-2,
  title = {Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case},
  author = {Weijun Meng and Jingtao Shi},
  year = {2018},
  doi = {10.1109/ICARCV.2018.8581284},
  url = {https://doi.org/10.1109/ICARCV.2018.8581284},
  researchr = {https://researchr.org/publication/MengS18-2},
  cites = {0},
  citedby = {0},
  pages = {1263-1270},
  booktitle = {15th International Conference on Control, Automation, Robotics and Vision, ICARCV 2018, Singapore, November 18-21, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-9582-1},
}