Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators | |
Shi Jingtao | |
2011 | |
会议名称 | 30th Chinese Control Conference |
会议日期 | JUL 22-24, 2011 |
关键词 | Stochastic optimal control Backward stochastic differential equation Time delayed generator Maximum principle Optimal consumption |
页码 | 1285-1289 |
收录类别 | CPCI-S |
会议录 | 2011 30TH CHINESE CONTROL CONFERENCE (CCC) |
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/6058052 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Sch Math, Jinan 250100, Peoples R China. |
推荐引用方式 GB/T 7714 | Shi Jingtao. Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators[C]. 见:30th Chinese Control Conference. JUL 22-24, 2011. |
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