| TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS | |
| Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong | |
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 2017 | |
| 卷号 | 55期号:6页码:4156-4201 |
| 关键词 | time-inconsistency equilibrium strategy stochastic optimal control stochastic differential games equilibrium Hamilton-Jacobi-Bellman equation |
| DOI | 10.1137/16M1079415 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4686644 |
| 专题 | 山东大学 |
| 作者单位 | 1.Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R China. 2.Univ Cent Florida, Dept Math, Or |
| 推荐引用方式 GB/T 7714 | Wei, Qingmeng,Yong, Jiongmin,Yu, Zhiyong. TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2017,55(6):4156-4201. |
| APA | Wei, Qingmeng,Yong, Jiongmin,&Yu, Zhiyong.(2017).TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,55(6),4156-4201. |
| MLA | Wei, Qingmeng,et al."TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 55.6(2017):4156-4201. |
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