| Maximum Principle for Optimal Control Problems of Backward Regime-Switching Systems Involving Impulse Controls | |
| Wang Shujun; Wu Zhen | |
| 2014 | |
| 会议名称 | 33rd Chinese Control Conference (CCC) |
| 会议日期 | JUL 28-30, 2014 |
| 关键词 | Backward stochastic differential equations Regime-switching systems Impulse controls Maximum principle Markov chains Linear-quadratic problem |
| 页码 | 9027-9032 |
| 收录类别 | CPCI-S |
| 会议录 | 2014 33RD 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/6039637 |
| 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 | Wang Shujun,Wu Zhen. Maximum Principle for Optimal Control Problems of Backward Regime-Switching Systems Involving Impulse Controls[C]. 见:33rd Chinese Control Conference (CCC). JUL 28-30, 2014. |
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