Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Reference13 articles.
1. S. G. Peng, A general stochastic maximum principle for optimal control problems, SIAM J. on Control and Optimization, 1990, 28(4): 966–979.
2. S. G. Peng, Backward stochastic differential equations and applications to optimal control, Applied Mathematics and Optimization, 1993, 27: 125–144.
3. W. S. Xu, Stochastic maximum principle for optimal control problem of forward and backward system, J. of Australian Mathematical Society, 1995B, 37: 172–185.
4. Z. Wu, Maximum principle for optimal control problem of fully coupled forward-backward stochastic systems, Systems Science and Mathematical Sciences, 1998, 11(3): 249–259.
5. J. T. Shi and Z. Wu, The maximum principle for fully coupled forward-backward stochastic control system, Acta Automatica Sinica, 2006, 32(2): 161–169.
Cited by
46 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