Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
Crossref DOI link: https://doi.org/10.1007/s11425-015-0776-6
Published Online: 2017-06-19
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Na
Wu, Zhen
Yu, Zhiyong
Text and Data Mining valid from 2017-06-19
Article History
Received: 25 November 2015
Accepted: 26 October 2016
First Online: 19 June 2017