[IEEE 2010 Chinese Control and Decision Conference (CCDC) - Xuzhou, China (2010.05.26-2010.05.28)] 2010 Chinese Control and Decision Conference - The maximum principle for partially observed optimal control of fully coupled forward-backward stochastic systems with state constraints
Jingtao Shi,Year:
2010
Language:
english
DOI:
10.1109/ccdc.2010.5498982
File:
PDF, 185 KB
english, 2010