Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems
Work
Year: 2010
Type: article
Authors Jingtao Shi, Zhen Wu
Institution Shandong University
Cites: 26
Cited by: 48
Related to: 10
FWCI: 2.998
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: closed