OPTIMAL-CONTROL OF LINEAR STOCHASTIC EQUATIONS WITH A LINEAR-QUADRATIC CRITERION

被引：15

|

作者：

BISMUT, JM

机构：

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1977年 / 15卷 / 01期

关键词：

D O I：

10.1137/0315001

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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页码：1 / 4

页数：4

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