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	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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