| Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs | |
| Shi, Jingtao | |
| 2018 | |
| 会议名称 | 37th Chinese Control Conference (CCC) |
| 会议日期 | JUL 25-27, 2018 |
| 关键词 | Stochastic optimal control fully coupled FBSDE dynamic programming principle maximum principle |
| 页码 | 1445-1450 |
| 收录类别 | CPCI-S |
| 会议录 | 2018 37TH CHINESE CONTROL CONFERENCE (CCC)
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6027155 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Shi, Jingtao. Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs[C]. 见:37th Chinese Control Conference (CCC). JUL 25-27, 2018. |
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