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	A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems
	Wang, Yan; Song, Aimin; Feng, Enmin
刊名	ASIAN JOURNAL OF CONTROL
	2015
卷号	17页码:1798-1809
关键词	Maximum principle Malliavin calculus forward-backward systems impulse control non-Markovian system
ISSN号	1561-8625
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4407142
专题	大连理工大学
作者单位	1.Dalian Jiaotong Univ, Sch Sci, Dalian, Peoples R China. 2.Dalian Univ Technol, Sch Math Sci, Dalian, Peoples R China.
推荐引用方式 GB/T 7714	Wang, Yan,Song, Aimin,Feng, Enmin. A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems[J]. ASIAN JOURNAL OF CONTROL,2015,17:1798-1809.
APA	Wang, Yan,Song, Aimin,&Feng, Enmin.(2015).A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems.ASIAN JOURNAL OF CONTROL,17,1798-1809.
MLA	Wang, Yan,et al."A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems".ASIAN JOURNAL OF CONTROL 17(2015):1798-1809.

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