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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
We establish a global stochastic maximum principle for forward-backward stochastic control systems with an unbounded terminal condition and a generator that has quadratic growth an…
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 an arbit…