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
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学科分类号：
摘要：
Stochastic control systems
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页码：821 / 826
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