PDF(283 KB)
Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion
FENG Siqi, GAO Lei, WANG Guangchen, XIAO Hua
系统科学与复杂性(英文) ›› 2024, Vol. 37 ›› Issue (4) : 1392-1412.
PDF(283 KB)
PDF(283 KB)
Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion
Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion
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