MULTIDIMENSIONAL BACKWARD STOCHASTIC RICCATI EQUATIONS AND APPLICATIONS.
| Autor: | Kohlmann, Michael1 michael.kohlmann@uni-konstanz.de, Tang, Shanjian2 sjtangk@online.sh.cn |
|---|---|
| Zdroj: | SIAM Journal on Control & Optimization. 2003, Vol. 41 Issue 6, p1696. 26p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|