State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE - Dai, Bolun; Krishnamurthy, Prashanth; Papanicolaou, Andrew; Khorrami, Farshad (Automatica (Oxford), 2023)
Keywords: Forward and backward stochastic differential equations; Optimal control; Stochastic control; Stochastic control; Optimal control; Forward and backward stochastic differential equations