Feng Zhang. Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems. J. Systems Science & Complexity, 26(6):886-901, 2013. [doi]
@article{Zhang13-106,
title = {Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems},
author = {Feng Zhang},
year = {2013},
doi = {10.1007/s11424-013-0287-6},
url = {http://dx.doi.org/10.1007/s11424-013-0287-6},
researchr = {https://researchr.org/publication/Zhang13-106},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {26},
number = {6},
pages = {886-901},
}