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A maximum principle for stochastic optimal control with terminal state constraints, and its applications

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References

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2017Stochastic global maximum principle for optimization with recursive utilities78 cited
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2018A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems61 cited
2020Mean-Field Leader-Follower Games with Terminal State Constraint32 cited
2018Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint30 cited
2009A generalized Neyman–Pearson lemma for g-probabilities28 cited
2013A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints27 cited

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2010Maximum principle for forward-backward doubly stochastic control systems and applications27 cited