Solvability of Indefinite Stochastic LQ Optimal Control Problems for Jump Diffusion Models
Indexed incrossref
Abstract
No abstract available for this paper.
Citation impact
5
total citations
- FWCI
- 137.59
- Percentile
- 100%
- References
- 21
Too recent for citation history.
Authors
3Topics & keywords
Topics
Keywords
- Optimal control
- Jump diffusion
- Jump
- Jump process
- Diffusion
- Stochastic control
No related works found for this paper.