节点文献
Maximum Principle of Stochastic Controlled Systems of Functional Type
【摘要】 <正> This paper studies the optimal controls of stochastic systems of functional type withend constraints. The systems considered may be degenerate and the. control region may benonconvex. A stochastic maximum principle is derived. The method is based on the idea thatstochastic systems are essentially infinite dimensional systems.
【Abstract】 This paper studies the optimal controls of stochastic systems of functional type with end constraints. The systems considered may be degenerate and the. control region may be nonconvex. A stochastic maximum principle is derived. The method is based on the idea that stochastic systems are essentially infinite dimensional systems.
【关键词】 stochastic；
Controlled；
degenerate；
measurable；
essentially；
constraints；
uniqueness；
infinite；
devoted；
Brownian；
【基金】 The Project Supported by National Natural Science Fundation of China.
- 【文献出处】 Acta Mathematica Sinica ,数学学报(英文版) , 编辑部邮箱 ,1991年03期
- 【被引频次】1
- 【下载频次】22