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Backward Linear Quadratic Stochastic Optimal Control and Nonzero-sum Differential Games Problem with Random Jumps

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Institution:经济学院

Title of Paper:Backward Linear Quadratic Stochastic Optimal Control and Nonzero-sum Differential Games Problem with Random Jumps

Teaching and Research Group:金融系

Journal:Journal of Systems Science and Complexity

First Author:张德涛

All the Authors:张德涛

Document Code:lw-100763

Discipline:Economics

First-Level Discipline:Applied Economics

Document Type:J

Volume:24

Issue:4

Page Number:647-662

Translation or Not:No

Date of Publication:2011-08

Release Time:2011-08-31

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