Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes |
scientific article; zbMATH DE number 5647880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes |
scientific article; zbMATH DE number 5647880 |
Statements
Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (English)
0 references
15 December 2009
0 references
backward stochastic differential equation
0 references
generalized stochastic Riccati equation
0 references
Lévy process
0 references
stochastic linear quadratic optimal control
0 references
0 references
0 references
0 references
