Author:
Chen Xin,Zhu Yuanguo,Sheng Linxue
Funder
China Scholarship Council
Natural Science Research of Jiangsu Higher Education Institutions of China
National Natural Science Foundation of China
Subject
Applied Mathematics,Computational Mathematics
Reference42 articles.
1. Dynamic programming and stochastic control process;Bellman;Inf. Control,1958
2. Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes;Reid;Int. J. Syst. Sci.,1977
3. Stochastic optimal control theory and its computational methods;Teo;Int. J. Syst. Sci.,1980
4. Deterministic and stochastic optimal control;Fleming,1986
5. Continuous-Time stochastic control and optimization with financial applications;Pham,2009
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