| Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations | |
| Na Li; Zhen Wu; Zhiyong Yu | |
| 刊名 | Science China(Mathematics)
 |
| 2018 | |
| 期号 | 03页码:563-576 |
| 关键词 | stochastic linear-quadratic problem Hamiltonian system Riccati equation Poisson process indefinite case |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4570880 |
| 专题 | 山东大学 |
| 作者单位 | 1.School of Statistics, Shandong University of Finance and Economics 2.School of Mathematics, Shandong |
| 推荐引用方式 GB/T 7714 | Na Li,Zhen Wu,Zhiyong Yu. Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations[J]. Science China(Mathematics),2018(03):563-576. |
| APA | Na Li,Zhen Wu,&Zhiyong Yu.(2018).Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations.Science China(Mathematics)(03),563-576. |
| MLA | Na Li,et al."Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations".Science China(Mathematics) .03(2018):563-576. |
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