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	Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
	Li Na; Wu Zhen; Yu Zhiyong
刊名	中国科学. 数学
	2018
卷号	61期号:3页码:563-576
关键词	stochastic linear-quadratic problem Hamiltonian system Riccati equation Poisson process indefinite case
DOI	10.1007/s11425-015-0776-6
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/4582594
专题	山东大学
作者单位	1.School of Statistics, Shandong University of Finance and Economics, Jinan, Shandong 250014, China. 2.School of Mathematics, Shandong U
推荐引用方式 GB/T 7714	Li Na,Wu Zhen,Yu Zhiyong. Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations[J]. 中国科学. 数学,2018,61(3):563-576.
APA	Li Na,Wu Zhen,&Yu Zhiyong.(2018).Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations.中国科学. 数学,61(3),563-576.
MLA	Li Na,et al."Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations".中国科学. 数学 61.3(2018):563-576.

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