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

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Affiliation of Author(s):经济学院

Teaching and Research Group:金融系

Journal:Journal of Systems Science and Complexity

All the Authors:zhangdetao

First Author:zhangdetao

Indexed by:Applied Research

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:2011-08-01

Pre One:Optimal Portfolio of Corporate Investment and Consumption Problem under Market Closure: Inflation Case