{"paper":{"title":"Note on stochastic control problems related with general fully coupled forward-backward stochastic differential equations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"math.PR","authors_text":"Juan Li","submitted_at":"2012-06-23T10:32:13Z","abstract_excerpt":"In this paper we study stochastic optimal control problems of general fully coupled forward-backward stochastic differential equations (FBSDEs). In Li and Wei [8] the authors studied two cases of diffusion coefficients $\\sigma$ of FSDEs, in one case when $\\sigma$\\ depends on the control and does not depend on the second component of the solution $(Y, Z)$ of the BSDE, and in the other case $\\sigma$ depends on $Z$ and doesn't depend on the control. Here we study the general case when $\\sigma$ depends on both $Z$ and the control at the same time. The recursive cost functionals are defined by cont"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1206.5376","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}