A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS | |
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole | |
刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
2018 | |
卷号 | 56期号:6页码:4309-4335 |
关键词 | forward-backward stochastic differential equations nonconvex control domain stochastic recursive optimal control maximum principle spike variation |
DOI | 10.1137/18M1179547 |
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/4571888 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. |
推荐引用方式 GB/T 7714 | Hu, Mingshang,Ji, Shaolin,Xue, Xiaole. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2018,56(6):4309-4335. |
APA | Hu, Mingshang,Ji, Shaolin,&Xue, Xiaole.(2018).A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,56(6),4309-4335. |
MLA | Hu, Mingshang,et al."A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 56.6(2018):4309-4335. |
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