A type of general FBSDEs and anticipated backward linear quadratic stochastic optimal control problems

التفاصيل البيبلوغرافية
العنوان: A type of general FBSDEs and anticipated backward linear quadratic stochastic optimal control problems
المؤلفون: Qin, Yongli
المصدر: 2012 24th Chinese Control and Decision Conference (CCDC) Control and Decision Conference (CCDC), 2012 24th Chinese. :4052-4055 May, 2012
Relation: 2012 24th Chinese Control and Decision Conference (CCDC)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781457720734
9781457720727
9781457720741
تدمد:19489439
19489447
DOI:10.1109/CCDC.2012.6244647