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]
@article{WangZ17b-1,
title = {Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions},
author = {Tianxiao Wang and Haisen Zhang},
year = {2017},
doi = {10.1137/16M1059801},
url = {https://doi.org/10.1137/16M1059801},
researchr = {https://researchr.org/publication/WangZ17b-1},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {55},
number = {4},
pages = {2574-2602},
}