位置：成果数据库 > 期刊 > 期刊详情页
<br class="MsoNormal" />Stochastic maximum principle of near-optimal controlof fully
  • ISSN号：1085-3375
  • 期刊名称：Abstract and Applied Analysis
  • 时间：2014
  • 页码：-
  • 相关项目：带跳的倒向随机发展方程及其应用研究
作者： Maoning Tang|
同期刊论文项目
带跳的倒向随机发展方程及其应用研究
期刊论文 13 会议论文 2
同项目期刊论文
Stochastic MaximumPrinciple for Forward-Backward Stochastic Systems Associated Levy Process
<b> </b>A variational formula for non-zero sum stochastic differential games of fBSDEs a
<h3 class="gs_rt" style="font-family:Tahoma;font-weight:normal;color:#222222;font-
Levy过程驱动的正倒向随机系统的最大值原理
Stochastic optimal control for backward stochastic partial differential systems
General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisso
Optimal variational principle for backward stochastic control systems associated with Lévy processes
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle appr
A maximum principle for optimal control of stochastic evolution equations
<br class="MsoNormal" />Maximum principle for mean-field jump-diffusion stochastic d
<span>A variational formula formula for controlled backward stochastic partial differential eq
A variational formula for controlled backward stochastic partial differential equations and some application