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A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraintSCI原文链接 期刊论文
2018, 卷号: 114, 页码: 27-30
作者:  Huang, Jianhui[1];  Wang, Haiyang[2];  Wu, Zhen[3]
收藏  |  浏览/下载:2/0  |  提交时间:2020/01/07
Near-optimal control for stochastic recursive problemsSCI被引量:SCI原文链接 期刊论文
2011, 卷号: 60, 期号: 3, 页码: 161-168
作者:  Hui, Eddie[2];  Huang, Jianhui[3];  Li, Xun[3];  Wang, Guangchen[1,4]
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/28
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information 期刊论文
2009, 卷号: 54, 期号: 6, 页码: 1230-1242
作者:  Wang, Guangchen[1];  Wu, Zhen[2]
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/28
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems 期刊论文
2008, 卷号: 342, 期号: 2, 页码: 1280-1296
作者:  Wang, Guangchen[1,2];  Wu, Zhen[2]
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/28


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