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 |
DOI | 10.1109/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 |
推荐引用方式 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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