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 |
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/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). |
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