A Finite Horizon Linear Quadratic Optimal Stochastic Control Problem Driven by Both Brownian Motion and L\'{e}vy Processes

HU Shipei; HE Zhimin

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2019, Vol. 35 ›› Issue (3) : 275-291. DOI: 10.3969/j.issn.1001-4268.2019.03.005
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A Finite Horizon Linear Quadratic Optimal Stochastic Control Problem Driven by Both Brownian Motion and L\'{e}vy Processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2019, 35(3): 275-291 https://doi.org/10.3969/j.issn.1001-4268.2019.03.005

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