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Stochastic linear-quadratic optimal control problems with delay and Lévy processes
Li N.; Wu Z.
刊名Chinese Control Conference, CCC
2016
卷号2016-August页码:1758-1763
关键词forward-backward stochastic differential equation with delay linear-quadratic problem Lévy processes Stochastic optimal control
DOI10.1109/ChiCC.2016.7553347
URL标识查看原文
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4695080
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 Un
推荐引用方式
GB/T 7714
Li N.,Wu Z.. Stochastic linear-quadratic optimal control problems with delay and Lévy processes[J]. Chinese Control Conference, CCC,2016,2016-August:1758-1763.
APA Li N.,&Wu Z..(2016).Stochastic linear-quadratic optimal control problems with delay and Lévy processes.Chinese Control Conference, CCC,2016-August,1758-1763.
MLA Li N.,et al."Stochastic linear-quadratic optimal control problems with delay and Lévy processes".Chinese Control Conference, CCC 2016-August(2016):1758-1763.
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