Zhiyong Yu
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Paper Publications
Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems
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Title of Paper:Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems

Journal:Applied Mathematics and Optimization

First Author:Qingmeng Wei

Correspondence Author:Yaqi Xu

All the Authors:Zhiyong Yu

Document Code:4

Volume:90

Issue:1

Page Number:33 pp.

Translation or Not:No

Date of Publication:2024-06

Included Journals:SCI

Release Time:2024-06-04

Personal information

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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