Author:
Buckdahn Rainer,Jing Shuai
Publisher
Springer Science and Business Media LLC
Reference19 articles.
1. Lecture Notes in Mathematics;A Bensoussan,1981
2. Biagini F, Hu Y, Øksendal B, et al. A stochastic maximum principle for processes driven by fractional Brownian motion. Stochastic Process Appl, 2002, 100: 233–253
3. Bismut J M. An introductory approach to duality in optimal stochastic control. SIAM Rev, 1978, 20: 62–78
4. Buckdahn R. Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations. Providence, RI: Amer Math Soc, 1994
5. Buckdahn R, Djehiche B, Li J. A general stochastic maximum principle for SDEs of mean-field type. Appl Math Optim, 2011, 64: 197–216
Cited by
6 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