The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional | |
Yang, Shuzhen | |
刊名 | SYSTEMS & CONTROL LETTERS
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2018 | |
卷号 | 114页码:11-18 |
关键词 | Stochastic differential equations Stochastic maximum principle Constrained conditions |
DOI | 10.1016/j.sysconle.2018.02.002 |
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/4567091 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ, Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Bielefeld Univ, Ctr Math Econ |
推荐引用方式 GB/T 7714 | Yang, Shuzhen. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional[J]. SYSTEMS & CONTROL LETTERS,2018,114:11-18. |
APA | Yang, Shuzhen.(2018).The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.SYSTEMS & CONTROL LETTERS,114,11-18. |
MLA | Yang, Shuzhen."The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional".SYSTEMS & CONTROL LETTERS 114(2018):11-18. |
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