Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process | |
Huang, Hong; Wang, Xiangrong; Hou, Ting; Xu, Lu | |
刊名 | MATHEMATICAL PROBLEMS IN ENGINEERING
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2017 | |
DOI | 10.1155/2017/2541687 |
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/4584976 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ Sci & Technol, Inst Financial Engn, Coll Math & Syst Sci, Qingdao 266590, Peoples R China. 2.[Huang, Hon |
推荐引用方式 GB/T 7714 | Huang, Hong,Wang, Xiangrong,Hou, Ting,et al. Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2017. |
APA | Huang, Hong,Wang, Xiangrong,Hou, Ting,&Xu, Lu.(2017).Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process.MATHEMATICAL PROBLEMS IN ENGINEERING. |
MLA | Huang, Hong,et al."Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process".MATHEMATICAL PROBLEMS IN ENGINEERING (2017). |
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