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	A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint
	Huang, Jianhui; Wang, Haiyang; Wu, Zhen
刊名	SYSTEMS & CONTROL LETTERS
	2018
卷号	114页码:27-30
关键词	Maximum principle Reflected backward stochastic differential equations Recursive optimal control problems Mixed control problems Clarke's generalized gradient
DOI	10.1016/j.sysconle.2018.02.005
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/4574458
专题	山东大学
作者单位	1.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China. 2.Shandong Normal Univ, Sch Math Sci
推荐引用方式 GB/T 7714	Huang, Jianhui,Wang, Haiyang,Wu, Zhen. A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint[J]. SYSTEMS & CONTROL LETTERS,2018,114:27-30.
APA	Huang, Jianhui,Wang, Haiyang,&Wu, Zhen.(2018).A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint.SYSTEMS & CONTROL LETTERS,114,27-30.
MLA	Huang, Jianhui,et al."A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint".SYSTEMS & CONTROL LETTERS 114(2018):27-30.

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