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
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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