Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A general stochastic maximum principle for optimal control problems of
  forward-backward systems   Stochastic maximum principle of nonlinear controlled forward-backward
systems, where the set of strict (classical) controls need not be convex and
the diffusion coefficient depends explicitly on the variable control, is an
open problem impossible to solve by the classical method of spike variation. In
this paper, we introduce a new approach to solve this open problem and we
establish necessary as well as sufficient conditions of optimality, in the form
of global stochastic maximum principle, for two models. The first concerns the
relaxed controls, who are a measure-valued processes. The second is a
restriction of the first to strict control problems.

32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
1
The categories of this paper are: cs
8
The categories of this paper are: hep-ex
3
The categories of this paper are: physics
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
16
The categories of this paper are: stat
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
21
The categories of this paper are: adap-org