PDF(139 KB)
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES
WU Zhen
系统科学与复杂性(英文) ›› 2005, Vol. 18 ›› Issue (2) : 179-192.
PDF(139 KB)
PDF(139 KB)
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES
| {{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
| 〈 |
|
〉 |