Institution: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
First Author:Na Li
Correspondence Author:Zhiyong Yu
All the Authors:Zhen Wu
Document Code:31A011C0C65B4A95B7FA82F83DCD0972
Volume:61
Issue:3
Page Number:563-576
Translation or Not:No
Date of Publication:2018-03
Release Time:2018-10-24
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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