검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Stochastic recursive optimal control problem of reflected stochastic differential systems Feng XW International Journal of Control, 93(9), 2187, 2020 |
| 2 |
A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS Hu MS, Ji SL, Xue XL SIAM Journal on Control and Optimization, 56(6), 4309, 2018 |
| 3 |
CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE Nie TY, Shi JT, Wu Z SIAM Journal on Control and Optimization, 55(5), 3258, 2017 |