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About this Engineering article
Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients by Zhang, Fu; Dong, Yuchao; Meng, Qingxin is a Engineering article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Zhang, Fu; Dong, Yuchao; Meng, Qingxin
- Publisher
- Society for Industrial and Applied Mathematics; Society for Industrial & Applied Mathematics (SIAM) (ISSN 0363-0129)
- Published
- 2020
- Field
- Engineering (Physical Sciences)