[Copyright notice]
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Year
: 2014DOI: 10.1109/ChiCC.2014.6896520
Keyword(s): Markov processes,n continuous time systems,n differential equations,n maximum principle,n stochastic systems,n backward Markovian regime switching system,n backward stochastic differential equation,n continuous time system,n control variables,n finite state Markov chains,n impulse contol,n linear quadratic problem,n necessary and sufficient conditions,n optimal control problem,n regular control,n stochastic maximum principle,n Differential equation
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| date accessioned | 2020-03-12T22:36:13Z | |
| date available | 2020-03-12T22:36:13Z | |
| date issued | 2014 | |
| identifier other | 7016378.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/1088473?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | IEEE | |
| title | [Copyright notice] | |
| type | Conference Paper | |
| contenttype | Metadata Only | |
| identifier padid | 8226520 | |
| subject keywords | Markov processes | |
| subject keywords | n continuous time systems | |
| subject keywords | n differential equations | |
| subject keywords | n maximum principle | |
| subject keywords | n stochastic systems | |
| subject keywords | n backward Markovian regime switching system | |
| subject keywords | n backward stochastic differential equation | |
| subject keywords | n continuous time system | |
| subject keywords | n control variables | |
| subject keywords | n finite state Markov chains | |
| subject keywords | n impulse contol | |
| subject keywords | n linear quadratic problem | |
| subject keywords | n necessary and sufficient conditions | |
| subject keywords | n optimal control problem | |
| subject keywords | n regular control | |
| subject keywords | n stochastic maximum principle | |
| subject keywords | n Differential equation | |
| identifier doi | 10.1109/ChiCC.2014.6896520 | |
| journal title | nergy Efficient Supercomputing Workshop (E2SC), 2014 | |
| filesize | 70744 | |
| citations | 0 |