FBSDE with Poisson process and its application to linear quadratic stochastic optimal control problem with random jumps

被引：0

作者：

Wu, Zhen ^{[1
]}

Wang, Xiang-Rong ^{[2
]}

机构：

[1] Sch. of Math. and Syst. Sci., Shandong Univ., Ji'nan 250100, China

[2] Info. Sch., Shandong Univ. of Sci. and Technol., Taian 271019, China

来源：

Zidonghua Xuebao/Acta Automatica Sinica | 2003年 / 29卷 / 06期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Stochastic control systems

引用

页码：821 / 826

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