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	STOCHASTIC OPTIMAL CONTROL PROBLEM WITH INFINITE HORIZON DRIVEN BY G-BROWNIAN MOTION
	Hu, Mingshang; Wang, Falei
刊名	ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
	2018
卷号	24期号:2页码:873-899
关键词	G-Brownian motion backward stochastic differential equations stochastic optimal control dynamic programming principle
DOI	10.1051/cocv/2017044
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/4567014
专题	山东大学
作者单位	1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Shandong
推荐引用方式 GB/T 7714	Hu, Mingshang,Wang, Falei. STOCHASTIC OPTIMAL CONTROL PROBLEM WITH INFINITE HORIZON DRIVEN BY G-BROWNIAN MOTION[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,2018,24(2):873-899.
APA	Hu, Mingshang,&Wang, Falei.(2018).STOCHASTIC OPTIMAL CONTROL PROBLEM WITH INFINITE HORIZON DRIVEN BY G-BROWNIAN MOTION.ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,24(2),873-899.
MLA	Hu, Mingshang,et al."STOCHASTIC OPTIMAL CONTROL PROBLEM WITH INFINITE HORIZON DRIVEN BY G-BROWNIAN MOTION".ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS 24.2(2018):873-899.

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