位置：成果数据库 > 会议 > 会议详情页
Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Ran
  • 所属机构名称：山东大学
  • 会议名称：31th Chinese Control Conference
  • 时间：2012.7.25
  • 成果类型：会议
  • 相关项目：随机最优控制和正倒向随机微分方程理论及其应用
作者： Jingtao Shi|Zhen Wu|
同会议论文项目
随机最优控制和正倒向随机微分方程理论及其应用
期刊论文 33 会议论文 8 获奖 5
同项目会议论文
Maximum Principles for Partially Observed Mean-Field Stochastic Systems with Application to Financia
Maximum Principle for Optimal Control Problems of Backward Regime-Switching Systems Involving Impuls
Partial information LQ optimal control of backward stochasticdifferential equations
Maximum Principle for Non-zero Sum DifferentialGames of BSDEs Involving Impulse Controls
AnIndefinite Stochastic Linear Quadratic Optimal Control Problem for the FBSDESystem with Jumps
RecursiveMean-Variance Portfolio Choice Problems with Constrained Portfolios
Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls