STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L\'EVY PROCESSES

Huaibin TANG;Zhen WU

Journal of Systems Science & Complexity ›› 2009, Vol. 22 ›› Issue (1) : 122-136.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2009, 22(1): 122-136

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