Author:
Shen Yang,Meng Qingxin,Shi Peng
Subject
Electrical and Electronic Engineering,Control and Systems Engineering
Reference35 articles.
1. A maximum principle for infinite horizon delay equations;Agram;SIAM Journal on Mathematical Analysis,2013
2. Infinite horizon optimal control of forward–backward stochastic differential equations with delay;Agram;Journal of Computational and Applied Mathematics,2013
3. A maximum principle for SDEs of mean-field type;Andersson;Applied Mathematics and Optimization,2011
4. Lectures on stochastic control;Bensoussan,1982
5. Conjugate convex functions in optimal stochastic control;Bismut;Journal of Mathematical Analysis and Applications,1973
Cited by
98 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