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"Maximum Principle for Backward Doubly Stochastic Control Systems with ..."

Yuecai Han, Shige Peng, Zhen Wu (2010)

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DOI: 10.1137/080743561

access: closed

type: Journal Article

metadata version: 2020-07-09

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Yuecai Han, Shige Peng, Zhen Wu:
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. SIAM J. Control. Optim. 48(7): 4224-4241 (2010)

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