"Stochastic Maximum Principle for Controlled Backward Delayed System via ..."

Li Chen, Jianhui Huang (2015)

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DOI: 10.1007/S10957-013-0386-5

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type: Journal Article

metadata version: 2023-08-28

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Li Chen, Jianhui Huang:
Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation. J. Optim. Theory Appl. 167(3): 1112-1135 (2015)

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