BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
Detao ZHANG
系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (4) : 647-662.
BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
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