CORC  > 山东大学
The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes
Wang W.; Wu J.; Liu Z.
刊名Journal of Systems Science and Complexity
2019
关键词Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
DOI10.1007/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/4535565
专题山东大学
作者单位1.School of Control Science and Engineering, Shandong University, Jinan, 250061, China
2.School of Mathematics and Statistics, Central
推荐引用方式
GB/T 7714
Wang W.,Wu J.,Liu Z.. The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes[J]. Journal of Systems Science and Complexity,2019.
APA Wang W.,Wu J.,&Liu Z..(2019).The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes.Journal of Systems Science and Complexity.
MLA Wang W.,et al."The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes".Journal of Systems Science and Complexity (2019).
个性服务
查看访问统计
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

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。


©版权所有 ©2017 CSpace - Powered by CSpace