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A maximum principle for fully coupled stochastic control systems of mean-field type
16 references·2 citing·33 second hop
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References

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  • 2010Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions139 cited

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2013
A general maximum principle for optimal control of forward–backward stochastic systems
133 cited
  • 1986A stochastic maximum principle for optimal control of diffusions130 cited
  • Cited by

    • 2018Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps30 cited
    • 2016Linear‐Quadratic Optimal Control Problem for Partially Observed Forward‐Backward Stochastic Differential Equations of Mean‐Field Type29 cited