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"Necessary condition for near optimal control of linear forward-backward ..."

Liangquan Zhang, Jianhui Huang, Xun Li (2015)

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DOI: 10.1080/00207179.2015.1011699

access: closed

type: Journal Article

metadata version: 2017-09-16

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Liangquan Zhang, Jianhui Huang, Xun Li:
Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Int. J. Control 88(8): 1594-1608 (2015)

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