Partial Information Linear Quadratic Control for Jump Diffusions (Q5320738)
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scientific article; zbMATH DE number 5582092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial Information Linear Quadratic Control for Jump Diffusions |
scientific article; zbMATH DE number 5582092 |
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Partial Information Linear Quadratic Control for Jump Diffusions (English)
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22 July 2009
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partial information
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linear quadratic control
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jump diffusions
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backward stochastic Riccati equations
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