Author:
Hafayed Mokhtar,Ghebouli Messaoud,Boukaf Samira,Shi Yan
Subject
Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications
Reference40 articles.
1. Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes;Meng;Sci. China Ser. F—Inf. Sci.,2009
2. Q.X. Meng, F. Zhang, M.N. Tang, Maximum principle for backward stochastic systems associated with Lévy processes under partial information, in: Proceedings of the 31st Chinese Control Conference, Hefei, China, July 25–27, 2012.
3. A stochastic linear quadratic problem with Lévy process and its application to finance;Mitsui;Stoch. Proc. Appl.,2008
4. Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes;Tang;J. Syst. Sci. Complex,2009
5. Optimal variational principle for backward stochastic control systems associated with Lévy processes;Tang;Sci. China Math.,2012
Cited by
10 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