Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process
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Publication:1992520
DOI10.1155/2017/2541687zbMath1426.93365OpenAlexW2758284696MaRDI QIDQ1992520
Hong Huang, Ting Hou, Lu Xu, Xiang-Rong Wang
Publication date: 5 November 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/2541687
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