Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions

Tianxiao Wang, Haisen Zhang. Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions. SIAM J. Control and Optimization, 55(4):2574-2602, 2017. [doi]

Abstract

Abstract is missing.