FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

WU Zhen

Journal of Systems Science & Complexity ›› 2005, Vol. 18 ›› Issue (2) : 179-192.

PDF(139 KB)
PDF(139 KB)
Journal of Systems Science & Complexity ›› 2005, Vol. 18 ›› Issue (2) : 179-192.
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FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2005, 18(2): 179-192

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