Institution:数学学院
Title of Paper:An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach
Journal:SIAM Journal on Control and Optimization
First Author:Zhiyong Yu
Document Code:lw-176218
Volume:53
Issue:4
Page Number:2141-2167
Translation or Not:No
Date of Publication:2015-07
Release Time:2015-10-24
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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