Title of Paper: : Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems
Journal: : Applied Mathematics and Optimization
All the Authors: : Zhiyong Yu
First Author: : Qingmeng Wei
Correspondence Author: : Yaqi Xu
Document Code: : 4
Volume: : 90
Issue: : 1
Page Number: : 33 pp.
Translation or Not: : no
Date of Publication: : 2024-06-01
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 : ..
