The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes

Wencan Wang, Jinbiao Wu, Zaiming Liu. The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes. J. Systems Science & Complexity, 32(4):997-1018, 2019. [doi]

Abstract

Abstract is missing.