검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Near-maximum principle for general recursive utility optimal control problem Yang SZ International Journal of Control, 91(10), 2187, 2018 |
| 2 |
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation Wang G, Xiao H, Xing GJ Automatica, 86, 104, 2017 |
| 3 |
Robust Utility Maximization Under Convex Portfolio Constraints Matoussi A, Mezghani H, Mnif M Applied Mathematics and Optimization, 71(2), 313, 2015 |
| 4 |
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information Wang GC, Wu Z, Xiong J IEEE Transactions on Automatic Control, 60(11), 2904, 2015 |