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	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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