NECESSARY CONDITION FOR OPTIMAL CONTROL OF DOUBLY STOCHASTIC SYSTEMS

Zhang, LQ; Zhou, Q; Yang, J

Zhang, LQ (corresponding author), Beijing Univ Posts & Telecommun, Sch Sci, Beijing 100876, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2020; 10 (2): 379

Abstract

The aim of this paper is to establish a necessary condition for optimal stochastic controls where the systems governed by forward-backward doubly stoc......

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