One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps

✍ Scribed by Jing-Tao SHI; Zhen WU

• Publisher: Elsevier
• Year: 2009
• Weight: 186 KB
• Volume: 35
• Category: Article
• ISSN: 1874-1029
• DOI: 10.1016/s1874-1029(08)60068-3