位置：成果数据库 > 期刊 > 期刊详情页
A partial information non-zero sum differential game of backward stochastic differential equations w
  • ISSN号：0005-1098
  • 期刊名称：Automatica
  • 时间：2012
  • 页码：342-352
  • 相关项目：随机递归系统的次优控制问题
作者： Guangchen Wang|Zhiyong Yu|
同期刊论文项目
随机递归系统的次优控制问题
期刊论文 7 会议论文 3
同项目期刊论文
Near-optimal control for stochastic recursive problems
Mean-variance hedging and forward-backward stochastic differential filtering equations
A necessary condition for optimal control of initial coupled forward-backward stochastic differentia
Maximum principles for forward-backward stochastic control systems with correlated state and observa
Maximum principle for differential games of forward-backward stochastic systems with applications
基于实物期权视角的中国外商投资演变