Solvability of general linear forward and backward stochastic difference equations | |
Xu, Juanjuan; Zhang, Huanshui; Xie, Lihua | |
2017 | |
会议名称 | 36th Chinese Control Conference, CCC 2017 |
会议日期 | 26 July 2017 through 28 July 2017 |
关键词 | Forward and backward stochastic difference equations Riccati equation Stochastic optimal control |
DOI | 10.23919/ChiCC.2017.8027628 |
页码 | 1888-1891 |
收录类别 | EI ; SCOPUS |
会议录 | 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/6028986 |
专题 | 山东大学 |
作者单位 | 1.School of Control Science and Engineering, Shandong University, Jinan, Shandong 2.250061, China 3.School o |
推荐引用方式 GB/T 7714 | Xu, Juanjuan,Zhang, Huanshui,Xie, Lihua. Solvability of general linear forward and backward stochastic difference equations[C]. 见:36th Chinese Control Conference, CCC 2017. 26 July 2017 through 28 July 2017. |
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