Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching | |
Lv, Siyu; Tao, Ran; Wu, Zhen | |
刊名 | OPTIMAL CONTROL APPLICATIONS & METHODS |
2016 | |
卷号 | 37期号:1页码:154-175 |
关键词 | forward-backward stochastic system maximum principle regime switching Markov chain stochastic differential equation with delay anticipated backward stochastic differential equation |
DOI | 10.1002/oca.2160 |
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/4694805 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Sch Math, Jinan 250100, Peoples R China. |
推荐引用方式 GB/T 7714 | Lv, Siyu,Tao, Ran,Wu, Zhen. Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching[J]. OPTIMAL CONTROL APPLICATIONS & METHODS,2016,37(1):154-175. |
APA | Lv, Siyu,Tao, Ran,&Wu, Zhen.(2016).Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching.OPTIMAL CONTROL APPLICATIONS & METHODS,37(1),154-175. |
MLA | Lv, Siyu,et al."Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching".OPTIMAL CONTROL APPLICATIONS & METHODS 37.1(2016):154-175. |
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