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Maximum principle for forward-backward stochastic control system with random jumps and applications to finance

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2009Near-optimal control problems for linear forward–backward stochastic systems52 cited
2013Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach45 cited
2013A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes35 cited
2019A Stackelberg Game of Backward Stochastic Differential Equations with Applications33 cited

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2011

The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps

29 cited