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Mixed optimal control of forward-backward stochastic system

Zhang, HJ

Zhang, HJ (corresponding author), Shandong Normal Univ, Sch Math & Stat, 88 Wenhua Rd, Jinan 250014, Shandong, Peoples R China.; Zhang, HJ (corresponding author), Shandong Univ, Sch Control Sci & Engn, Jinan, Peoples R China.

OPTIMAL CONTROL APPLICATIONS & METHODS, ; ():

Abstract

This paper is concerned with a mixed optimal control problem driven by forward-backward stochastic differential equation, where the term "mixed" means......

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