Affiliation of Author(s): : 数学学院
Title of Paper: : Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
Journal: : Science China-Mathematics
All the Authors: : Zhen Wu
First Author: : Na Li
Indexed by: : Unit Twenty Basic Research
Correspondence Author: : Zhiyong Yu
Document Code: : 31A011C0C65B4A95B7FA82F83DCD0972
Volume: : 61
Issue: : 3
Page Number: : 563-576
Translation or Not: : no
Date of Publication: : 2018-03-01
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 : ..
