吉林大学学报（理学版）Issue(4)：655-657,3.DOI:10.13413/j.cnki.jdxblxb.2015.04.12
带跳的正倒向随机比例系统的随机最大值原理
Stochastic Maximum Principle of Forward-Backward Stochastic Pantograph Systems with Random Jumps
摘要
Abstract
We made an investigation into the stochastic optimal control problem of the stochastic delayed system described by forward-backward stochastic pantograph equations with random jumps by virtue of classical variational approach, duality method and the anticipated backward stochastic pantograph equations with random jumps,obtaining the maximum principle for this problem.关键词
带跳的正倒向随机比例系统/随机最优控制/随机最大值原理/对偶方法/变分法Key words
forward-backward stochastic pantograph systems with random jumps/stochastic optimal control/stochastic maximum principle/duality method/variational approach分类
数理科学引用本文复制引用
邵殿国,宋代清,谷晶..带跳的正倒向随机比例系统的随机最大值原理[J].吉林大学学报（理学版）,2015,(4):655-657,3.基金项目
国家自然科学基金(批准号:11401089)和吉林省科技发展计划项目(批准号:20130101065JC) （批准号:11401089）
