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Automatica, ISSN 0005-1098, 05/2013, Volume 49, Issue 5, pp. 1473 - 1480
Journal Article
Journal Article
Automatica, ISSN 0005-1098, 12/2017, Volume 86, pp. 104 - 109
Journal Article
Systems & Control Letters, ISSN 0167-6911, 12/2019, Volume 134, p. 104544
Journal Article
SIAM Journal on Control and Optimization, ISSN 0363-0129, 2018, Volume 56, Issue 6, pp. 4309 - 4335
Journal Article
IEEE Transactions on Automatic Control, ISSN 0018-9286, 06/2011, Volume 56, Issue 6, pp. 1401 - 1406
We consider a stochastic optimal control problem of a forward-backward system in which the control variable consists of two components: the continuous control... 
impulse control | Optimal control | Process control | Differential equations | Trajectory | Forward-backward (FB) stochastic control system | maximum principle | Equations | Optimization | DIFFERENTIAL-EQUATIONS | PORTFOLIO | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Control systems | Usage | Stochastic analysis | Methods | Innovations
Journal Article
Automatica, ISSN 0005-1098, 2010, Volume 46, Issue 2, pp. 397 - 404
Journal Article
SIAM Journal on Control and Optimization, ISSN 0363-0129, 2017, Volume 55, Issue 5, pp. 3370 - 3407
Journal Article
Automatica, ISSN 0005-1098, 06/2019, Volume 104, pp. 111 - 125
Journal Article
Stochastics and Dynamics, ISSN 0219-4937, 06/2017, Volume 17, Issue 3
In this paper, we consider the infinite horizon nonlinear optimal control of forward-backward stochastic system governed by Teugels martingales associated with... 
forward-backward stochastic system | Teugels martingales | Lévy processes | Optimal control | infinite horizon | processes | MAXIMUM PRINCIPLE | Levy | DIFFERENTIAL-EQUATIONS | STATISTICS & PROBABILITY
Journal Article
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