Title of Paper: : Infinite horizon FBSDEs and open-loop optimal controls for stochastic LQ problems with random coefficients
Journal: : SIAM Journal on Control and Optimization
First Author: : Qingmeng Wei
Correspondence Author: : Zhiyong Yu
Volume: : 59
Issue: : 4
Page Number: : 2594-2623
Translation or Not: : no
Date of Publication: : 2021-07-01
Included Journals: : SCI
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 : ..
