3 papers
math.OC2026
A global stochastic maximum principle for forward-backward stochastic control systems with quadratic convex generator and unbounded terminal condition
Ying Hu, Feng Li, Jiaqiang Wen
In this paper, we study a stochastic optimal control problem for forward-backward stochastic control systems with quadratic convex generator and unbounded terminal condition, where…
math.OC2026
A global stochastic maximum principle for delayed forward-backward stochastic control systems
Feng Li
In this paper, we study a delayed forward-backward stochastic control system in which all the coefficients depend on the state and control terms, and the control domain is not nece…
math.PR2025
Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
Ying Hu, Feng Li, Jiaqiang Wen
This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen…