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The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
Guangchen Wang; Zhen Wu
刊名IEEE Transactions on Automatic Control
2009
卷号54期号:6页码:1230-1242
关键词Girsanov\'s theorem Maximum principle Partial information Recursive optimal control Spike variation
DOI10.1109/TAC.2009.2019794
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/5520339
专题山东大学
作者单位1.School of Mathematical Sciences, Shandong Normal University, Jinan 250014, China
2.School of Mathematics, Shandong University, Jinan
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GB/T 7714
Guangchen Wang,Zhen Wu. The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information[J]. IEEE Transactions on Automatic Control,2009,54(6):1230-1242.
APA Guangchen Wang,&Zhen Wu.(2009).The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information.IEEE Transactions on Automatic Control,54(6),1230-1242.
MLA Guangchen Wang,et al."The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information".IEEE Transactions on Automatic Control 54.6(2009):1230-1242.
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