A stochastic maximum principle for forward–backward stochastic control systems with quadratic generators and sample-wise constraints.
| Autor: | Ji, Shaolin1 (AUTHOR) rundong xu@fudan.edu.cn, Xu, Rundong2 (AUTHOR) xu@fudan.edu.cn |
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| Zdroj: | ESAIM: Control, Optimisation & Calculus of Variations. 2024, Vol. 30, p1-25. 25p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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