Work

A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise

Year: 2014

Type: article

Source: IEEE Transactions on Automatic Control

DOI: 10.1109/tac.2014.2345243

Authors: Xiangyun Lin, Weihai Zhang

Institution: Shandong University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, State Key Laboratory Of Alternate Electrical Power System With Renewable Energy Sources

Awards: 具有随机系数的随机微分系统的能观性、耗散性和H2/H∞控制及其应用研究, G8297818335

OpenAlex ID: W2111048679

FWCI: 5.491

Cites: 15

Cited by: 64

Related to: 10