Pages that link to "Item:Q3306295"
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The following pages link to A finite horizon linear quadratic optimal stochastic control problem driven by both Brownian motion and Lévy processes (Q3306295):
Displaying 4 items.
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- (Q5399825) (← links)