Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

Jiongmin Yong. Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions. SIAM J. Control and Optimization, 48(6):4119-4156, 2010. [doi]

Abstract

Abstract is missing.