Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A maximum principle for controlled time-symmetric forward-backward
  doubly stochastic differential equation with initial-terminal sate
  constraints   In this paper, we study the optimal control problem of a controlled
time-symmetric forward-backward doubly stochastic differential equation with
initial-terminal sate constraints. Applying the terminal perturbation method
and Ekeland's variation principle, a necessary condition of the stochastic
optimal control, i.e., stochastic maximum principle is derived. Applications to
backward doubly stochastic linear-quadratic control models are investigated.

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The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
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The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
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The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
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The categories of this paper are: acc-phys
1
The categories of this paper are: cs
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The categories of this paper are: eess
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The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
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The categories of this paper are: comp-gas
5
The categories of this paper are: gr-qc