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]

Authors

Tianxiao Wang

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Haisen Zhang

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