Linear-quadratic optimal control under non-Markovian switching
- 期刊名称Stochastic Analysis and Applications
- 作者Confortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario
- 卷第36卷
- 期第1期
- 印刷ISSN0736-2994
- 电子ISSN1532-9356
- 文件大小1081.09KB
- 发表时间2018-01-02
- DOI10.1080/07362994.2017.1381624
- 页码166-180
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