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20152019
most citedSolvability of one kind of forward-backward stochastic difference equations

2 citations · 3 across the 5 of their papers we have counts for

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math.OC2018

Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems

Shaolin Ji, Haodong Liu

In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBSΔSs). Two types of FBSΔSs are investigat…