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Near-optimal control problems for linear forward–backward stochastic systems

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References

1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
1993Backward stochastic differential equations and applications to optimal control401 cited
1998Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality90 cited
2010Maximum principle for forward-backward stochastic control system with random jumps and applications to finance63 cited

Cited by

2013On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality34 cited
2011Existence of optimal controls for systems driven by FBSDEs30 cited

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