activity
20172024
most citedA global stochastic maximum principle for fully coupled forward-backward stochastic systems

4 citations · 8 across the 9 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.OC2019

Linear quadratic problems for fully coupled forward-backward stochastic control systems

Mingshang Hu, Shaolin Ji, Xiaole Xue

This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain…