Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay | |
Xu, Juanjuan; Zhang, Huanshui | |
刊名 | IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS
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2018 | |
卷号 | 65期号:6页码:769-773 |
关键词 | Forward and backward stochastic differential equations time delay modified Riccati equation stochastic LQ control problem |
DOI | 10.1109/TCSII.2017.2734653 |
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/4574984 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China. |
推荐引用方式 GB/T 7714 | Xu, Juanjuan,Zhang, Huanshui. Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay[J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS,2018,65(6):769-773. |
APA | Xu, Juanjuan,&Zhang, Huanshui.(2018).Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay.IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS,65(6),769-773. |
MLA | Xu, Juanjuan,et al."Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay".IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS 65.6(2018):769-773. |
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