Zhiyong Yu
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Paper Publications
Equivalent cost functionals and stochastic linear quadratic optimal control problems
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Institution:数学学院

Title of Paper:Equivalent cost functionals and stochastic linear quadratic optimal control problems

Journal:ESAIM: Control, Optimisation and Calculus of Variations

First Author:Zhiyong Yu

Document Code:lw-144832

Volume:19

Issue:1

Page Number:78-90

Translation or Not:No

Date of Publication:2013-01

Release Time:2013-10-24

Personal information

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender : Male

Alma Mater : 山东大学

Education Level : With Certificate of Graduation for Doctorate Study

Degree : Doctoral Degree in Science

Status : Employed

School/Department : 数学学院

Date of Employment : 2002-07-16

Faculty/School : School of Mathematics

Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics

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