Optimal control of backward doubly stochastic system | |
Wang, Wencan | |
刊名 | IET CONTROL THEORY AND APPLICATIONS
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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 |
DOI | 10.1049/iet-cta.2018.6249 |
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/4545889 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China. |
推荐引用方式 GB/T 7714 | 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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