THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS
Hua XIAO
系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (6) : 1083-1099.
THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS
THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS
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