Stochastic maximum principle for hybrid optimal control problems under partial observation

Author:

Lv Siyu,Xiong Jie,Xu Wen

Funder

Ministry of Science and Technology of the People's Republic of China

National Key Research and Development Program of China

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference28 articles.

1. Hybrid Switching Diffusions: Properties and Applications;Yin,2010

2. Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach;Yin,2013

3. Sufficient stochastic maximum principle in a regime-switching diffusion model;Donnelly;Appl. Math. Optim.,2011

4. A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance;Zhang;SIAM J. Control Optim.,2012

5. Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models;Li;Appl. Math. Optim.,2015

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3