STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES
Huaibin TANG;Zhen WU
系统科学与复杂性(英文) ›› 2009, Vol. 22 ›› Issue (1) : 122-136.
STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES
STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES
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