部分可观测的完全耦合正倒向随机控制系统的最大值原理

The Maximum Principle for Partially Observed Fully Coupled Forward and Backward Stochastic Control Systems

在控制系统的所有系数包含控制变量且控制域为凸集的假定下,得到了部分可观测的完全耦合正倒向随机控制系统的最大值原理.

The maximum principle for partially observed fully coupled forward and backward stochastic control system is considered under the assumption that the control variable can enter into all the coefficients of the control system but the control domain is a convex set.