标题:Optimal control problems of mean-field forward-backward stochastic differential equations with partial information
作者:ZUO Shanshan;MIN Hui;
作者机构:[ZUO Shanshan;MIN Hui]School of Mathematics and Statistics, Shandong University
会议名称:第25届中国控制与决策会议
来源:第25届中国控制与决策会议论文集
出版年:2013
关键词:MFFBSDEs; partial information; optimal control problems; maximum principle.
摘要:This paper mainly works on an optimal control problem of mean-field forward-backward stochastic differential equations (MFFBSDEs) with partial information. But different from the general optimal control problems, this paper is concerned with the case of partial information and state equations are co...
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZJC201309001942&DbName=CPFD2013
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