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3 STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS

机译：3部分观测系统的随机最小原理，受连续和跳跃扩散过程的影响，并由放松控制驱动

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N. U. Ahmed; C. D. Charalambous;
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1. STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS (vol 51, pg 3235, 2013) [J] . Ahmed N. U., Charalambous Charalambos D. SIAM Journal on Control and Optimization . 2017,第2期

机译：部分观测到的系统的随机最小原理，经过连续和跳跃扩散过程，由轻松控制驱动（Vol 51，PG 3235,2013）
2. Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls [J] . Ahmed N.U., Charalambous C.D. SIAM Journal on Control and Optimization . 2013,第4期

机译：局部最小系统的随机最小原理，其受连续和跳跃扩散过程的影响，并由放松的控制来驱动
3. The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system [J] . Sun Zhongyang, Menoukeu-Pamen Olivier Stochastic Analysis and Applications . 2018,第5期

机译：Markov政权切换跳转系统部分观察到的风险敏感最佳控制的最大原理
4. The stochastic maximum principle for jump-diffusion optimal control problems of delay systems involving continuous and impulse controls and its applications to finance [C] . Cailing Li Chinese Control and Decision Conference . 2019

机译：连续和脉冲控制的时滞系统跳-扩散最优控制问题的随机最大原理及其在金融中的应用
5. Optimization problems for diffusion processes. Some aspects of singular stochastic control and minimum relative entropy calibration. [D] . Kruk, Lukasz. 1999

机译：扩散过程的优化问题。奇异随机控制和最小相对熵校准的某些方面。
6. Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons [O] . Alexandre Melanson, André Longtin 2019

机译：静态跳跃扩散过程的数据驱动推理及其在锥体神经元膜电压波动中的应用
7. Erratum: Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls [O] . N. U. Ahmed, Charalambos D. Charalambous 2017

机译：错误：由连续和跳跃扩散过程的部分观测系统的随机最小原理，并由松弛控制驱动
8. Partially Observed Stochastic Minimum Principle. [R] . Baras, J. S., Elliott, R. J., Kohlmann, M. 1989

机译：部分观察随机最小值原理。

3 STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS

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