Funder
National Key R&D Program of China
National Natural Science Foundation of China
Natural Science Foundation of Shandong Province
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference37 articles.
1. Chen, L., Huang, J.H.: Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation. J. Optim. Theory Appl. 167, 1112–1135 (2015)
2. Chen, L., Wu, Z.: Maximum principle for the stochastic optimal control problem with delay and application. Automatica 46, 1074–1080 (2010)
3. Chen, L., Wu, Z., Yu, Z.Y.: Delayed stochastic linear-quadratic control problem and related applications. J. Appl. Math. (2012)
4. Delong, L.: Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of financial and insurance risks. Appl. Math. 39, 463–488 (2012)
5. Delong, L., Imkeller, P.: Backward stochastic differential equation with time delayed generators-results and counterexamples. Ann. Appl. Probab. 20, 1512–1536 (2010)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献