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Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
30/30 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 30 checked references that resolve
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A dynamic maximum principle for the optimization of recursive utilities under constraints
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A maximum principle for stochastic optimal control with terminal state constraints, and its applications
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A Variational Formula for Stochastic Controls and Some Applications
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Backward stochastic differential equations and applications to optimal control
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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
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OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
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Stochastic maximum principle for optimal control problem of forward and backward system
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A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation
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Forward-backward stochastic differential equations with mixed initial-terminal conditions
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no DOI — not checkedW. H. Fleming and H. M. Soner,
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no DOI — not checkedJ. Ma and J. Yong,
Forward-Backward Stochastic Differential Equations and Their Applications
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no DOI — not checkedJ. von Neumann and O. Morgenstern,
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no DOI — not checkedS. Peng,
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A General Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Stochastic Control Systems
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