Affiliation of Author(s): : 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
Indexed by: : Unit Twenty Basic Research
Document Code: : lw-176218
Volume: : 53
Issue: : 4
Page Number: : 2141-2167
Translation or Not: : no
Date of Publication: : 2015-07-01
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
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
The Last Update Time : ..
