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
Included Journals:SCI
Release Time:2021-05-31
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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