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Optimal control of backward doubly stochastic system
Wang, Wencan
刊名IET CONTROL THEORY AND APPLICATIONS
2019
卷号13期号:12页码:1844-1854
关键词stochastic processes linear quadratic control maximum principle optimal control stochastic systems variational techniques differential equations sufficient condition forward doubly stochastic differential equation forward-backward doubly stochastic differential equation optimal harvesting problem linear-quadratic optimal control problem backward doubly stochastic system control domain classical spike variation duality technique necessary condition
DOI10.1049/iet-cta.2018.6249
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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/4545889
专题山东大学
作者单位Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.
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Wang, Wencan. Optimal control of backward doubly stochastic system[J]. IET CONTROL THEORY AND APPLICATIONS,2019,13(12):1844-1854.
APA Wang, Wencan.(2019).Optimal control of backward doubly stochastic system.IET CONTROL THEORY AND APPLICATIONS,13(12),1844-1854.
MLA Wang, Wencan."Optimal control of backward doubly stochastic system".IET CONTROL THEORY AND APPLICATIONS 13.12(2019):1844-1854.
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