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A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.

Mingshang HuShaolin JiXiaole Xue
Published in: SIAM J. Control. Optim. (2018)
Keyphrases
  • stochastic systems
  • forward backward
  • stochastic models
  • conservation laws
  • confidence intervals
  • hidden markov models
  • sample path
  • stochastic model
  • stochastic processes