Maximum principle for forward-backward stochastic control system with random jumps and applications to finance.
Jingtao ShiZhen WuPublished in: J. Syst. Sci. Complex. (2010)
Keyphrases
- forward backward
- control system
- hidden markov models
- fuzzy logic
- monte carlo
- markov chain
- real time
- control strategy
- stochastic optimization
- control architecture
- control law
- stochastic nature
- computational intelligence
- controller design
- control algorithm
- intelligent control
- dc motor
- real environment
- stochastic programming
- control method
- stochastic process
- stochastic model
- fuzzy control
- hardware and software
- mobile robot
- multi objective
- support vector
- learning algorithm