@article{胡世培_275, author = {[胡世培, 贺志民]}, title = {由布朗运动和列维过程联合驱动的一个有限期的线性二次最优随机控制问题}, publisher = {应用概率统计}, year = {2019}, journal = {应用概率统计}, volume = {35}, number = {3}, eid = {275}, pages = {275-291}, keywords = {

线性二次最优随机控制问题; 倒向黎卡提微分方程; 列维过程; 伴随方程; 拟线性迭代方法

}, doi = http://aps.ecnu.edu.cn/CN/10.3969/j.issn.1001-4268.2019.03.005 }