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"Near-optimal control problems for linear forward-backward stochastic systems."

Jianhui Huang, Xun Li, Guangchen Wang (2010)

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DOI: 10.1016/J.AUTOMATICA.2009.11.016

access: closed

type: Journal Article

metadata version: 2020-02-20

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  - journals/automatica/HuangLW10
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Jianhui Huang, Xun Li, Guangchen Wang:
Near-optimal control problems for linear forward-backward stochastic systems. Autom. 46(2): 397-404 (2010)

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