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	Partially observed time-inconsistent stochastic linear-quadratic control with random jumps
	Wu, Zhen; Zhuang, Yi
刊名	OPTIMAL CONTROL APPLICATIONS & METHODS
	2018
卷号	39期号:1页码:230-247
关键词	forward backward stochastic differential equation linear quadratic optimal control partial information random jump time inconsistency
DOI	10.1002/oca.2343
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4567617
专题	山东大学
作者单位	Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
推荐引用方式 GB/T 7714	Wu, Zhen,Zhuang, Yi. Partially observed time-inconsistent stochastic linear-quadratic control with random jumps[J]. OPTIMAL CONTROL APPLICATIONS & METHODS,2018,39(1):230-247.
APA	Wu, Zhen,&Zhuang, Yi.(2018).Partially observed time-inconsistent stochastic linear-quadratic control with random jumps.OPTIMAL CONTROL APPLICATIONS & METHODS,39(1),230-247.
MLA	Wu, Zhen,et al."Partially observed time-inconsistent stochastic linear-quadratic control with random jumps".OPTIMAL CONTROL APPLICATIONS & METHODS 39.1(2018):230-247.

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