Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance
Crossref DOI link: https://doi.org/10.1007/s10255-024-1157-9
Published Online: 2025-04-02
Published Print: 2025-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Liang-quan
Zhou, Qing
Text and Data Mining valid from 2025-03-01
Version of Record valid from 2025-03-01
Article History
Received: 29 April 2022
Accepted: 24 July 2024
First Online: 2 April 2025
Conflict of Interest
: The authors declare no conflict of interest.