most citedNote on stochastic control problems related with general fully coupled forward-backward stochastic differential equations

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2012★ 4 cited

Note on stochastic control problems related with general fully coupled forward-backward stochastic differential equations

Juan Li

In this paper we study stochastic optimal control problems of general fully coupled forward-backward stochastic differential equations (FBSDEs). In Li and Wei [8] the authors studi…