Constrained LQ Problem with a Random Jump and Application to Portfolio Selection
Crossref DOI link: https://doi.org/10.1007/s11401-018-0099-z
Published Online: 2018-10-13
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Yuchao
Text and Data Mining valid from 2018-09-01
Article History
Received: 17 October 2015
Revised: 8 May 2016
First Online: 13 October 2018