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Book Sections Year : 2016

A stochastic HJB equation for optimal control of forward-backward SDEs

Agnès Sulem
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Tusheng Zhang
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hal-01406655 , version 1 (01-12-2016)

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  • HAL Id : hal-01406655 , version 1

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Bernt Øksendal, Agnès Sulem, Tusheng Zhang. A stochastic HJB equation for optimal control of forward-backward SDEs. The Fascination of Probability, Statistics and their Applications, Springer Verlag, pp.11, 2016. ⟨hal-01406655⟩
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