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.

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PDF(183 KB)
系统科学与复杂性(英文) ›› 2009, Vol. 22 ›› Issue (1) : 122-136.
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STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES

    Huaibin TANG, Zhen WU
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STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES

    Huaibin TANG, Zhen WU
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2009, 22(1): 122-136
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