Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Lévy Process
نویسندگان
چکیده
منابع مشابه
Linear-Quadratic Control of Backward Stochastic Differential Equations
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2017
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2017/2541687