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The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes
Wang Wencan; Wu Jinbiao; Liu Zaiming
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
2019
卷号32期号:4页码:997-1018
关键词Forward-backward doubly stochastic differential equations Ito-Levy processes linear quadratic problem maximum principle variational equation
DOI10.1007/s11424-018-7300-z
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公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4554522
专题山东大学
作者单位1.Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.
2.Cent S Univ, Sch Math & Sta
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GB/T 7714
Wang Wencan,Wu Jinbiao,Liu Zaiming. The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2019,32(4):997-1018.
APA Wang Wencan,Wu Jinbiao,&Liu Zaiming.(2019).The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,32(4),997-1018.
MLA Wang Wencan,et al."The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 32.4(2019):997-1018.
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