@incollection{hu:hal-01105071,
TITLE = {Stochastic Maximum Principle},
AUTHOR = {Hu, Ying},
URL = {https://hal.science/hal-01105071},
BOOK
TITLE = {Encyclopedia of Systems and Control},
EDITOR = {John Baillieul, Tariq Samad},
PUBLISHER = {Springer},
VOLUME = {XXIV},
PAGES = {1347-1350},
YEAR = {2015},
DOI = {10.1007/978-1-4471-5102-9\_229-1},
KEYWORDS = {Adjoint process ; backward stochastic differential equations ; Brownian motion ; Hilbert-Schmidt operator},
HAL_ID = {hal-01105071},
HAL_VERSION = {v1},
}