Author:
Huang Zhen,Wang Ying,Wang Xiangrong
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Reference26 articles.
1. Peng S G, A general maximum principle for optimal control problems, SIAM Journal on Control and Optimization, 1990, 28: 966–979.
2. Peng S G, Backward stochastic differential equations and application to optimal control, Applied Mathematics and Optimization, 1993, 27(2): 125–144.
3. Wu Z, Maximum principle for optimal control problem of fully coupled forward-backward stochastic control system, Journal of Systems Science and Mathematical Sciences, 1998, 11(3): 249–259.
4. Shi J and Wu Z, The maximum principle for fully coupled forward-backward stochastic control system, Acta Autom Sin, 2006, 32(2): 161–169.
5. Shi J and Wu Z, Maximum principle for fully coupled forward-backward stochastic control system with random jumps and applications to finance, Journal of Systems Science and Complexity, 2010, 23(2): 219–231.
Cited by
3 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