Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems
نویسندگان
چکیده
In this paper, we study the maximum principle for stochastic optimal control problems of forward–backward difference systems (FBS?Ss). Two types FBS?Ss are investigated. The first one...
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ژورنال
عنوان ژورنال: International Journal of Control
سال: 2021
ISSN: ['0020-7179', '1366-5820']
DOI: https://doi.org/10.1080/00207179.2021.1889033