collaborators

1 paper

math.OC2024

A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators

Rainer Buckdahn, Juan Li, Yanwei Li +1

Our paper is devoted to the study of Peng's stochastic maximum principle (SMP) for a stochastic control problem composed of a controlled forward stochastic differential equation (S…