@article{HorstHuImkelleretal., author = {Horst, Ulrich and Hu, Ying and Imkeller, Peter and R{\´e}veillac, Anthony and Zhang, Jianing}, title = {Forward-Backward Systems for Expected Utility Maximization}, series = {Stochastic Processes and their Applications}, volume = {124}, journal = {Stochastic Processes and their Applications}, number = {2014,5}, publisher = {Elsevier}, issn = {0304-4149}, doi = {10.1016/j.spa.2014.01.004}, pages = {1813 -- 1848}, language = {en} }