A maximum principle for partially observed optimal control of forward-backward stochastic control systems

Zhen Wu. A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Science in China Series F: Information Sciences, 53(11):2205-2214, 2010. [doi]

@article{Wu10-18,
  title = {A maximum principle for partially observed optimal control of forward-backward stochastic control systems},
  author = {Zhen Wu},
  year = {2010},
  doi = {10.1007/s11432-010-4094-6},
  url = {http://dx.doi.org/10.1007/s11432-010-4094-6},
  tags = {control systems},
  researchr = {https://researchr.org/publication/Wu10-18},
  cites = {0},
  citedby = {0},
  journal = {Science in China Series F: Information Sciences},
  volume = {53},
  number = {11},
  pages = {2205-2214},
}