On the Stochastic Maximum Principle
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0316015
Reference7 articles.
1. Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
2. Functionals of Itô Processes as Stochastic Integrals
3. Full “Bang” to Reduce Predicted Miss is Optimal
4. Extension of Measures and Stochastic Equations
5. Representation des martingales comme integrales stochastiques des processus optionnels
Cited by 21 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
1. A stochastic maximum principle for general controlled systems driven by fractional Brownian motions;Journal of Mathematical Analysis and Applications;2021-05
2. The maximum principle for optimal control of diffusions with non-smooth coefficients;Stochastics and Stochastic Reports;1996-09
3. The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients;SIAM Journal on Control and Optimization;1995-03
4. Optimal control of a setvalued stochastic dynamic system;Optimization;1995-01
5. Maximum principle of stochastic controlled systems of functional type;Acta Mathematica Sinica;1991-09
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