Stochastic linear-quadratic optimal control problems with delay and Lévy processes | |
Li N.; Wu Z. | |
刊名 | Chinese Control Conference, CCC
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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 |
DOI | 10.1109/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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