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 |
DOI | 10.1007/s11424-018-7300-z |
URL标识 | 查看原文 |
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 |
推荐引用方式 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. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论