由布朗运动和列维过程联合驱动的一个有限期的线性二次最优随机控制问题
胡世培; 贺志民
A Finite Horizon Linear Quadratic Optimal Stochastic Control Problem Driven by Both Brownian Motion and L\'{e}vy Processes
HU Shipei; HE Zhimin
应用概率统计
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2019, (3): 275
-291
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DOI: 10.3969/j.issn.1001-4268.2019.03.005
