General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients

✍ Scribed by Meng, Qingxin

• Book ID: 121417497
• Publisher: Taylor and Francis Group
• Year: 2013
• Tongue: English
• Weight: 211 KB
• Volume: 32
• Category: Article
• ISSN: 0736-2994
• DOI: 10.1080/07362994.2013.845106