Partial Information Linear Quadratic Control for Jump Diffusions (Q5320738)
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scientific article; zbMATH DE number 5582092
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| English | Partial Information Linear Quadratic Control for Jump Diffusions |
scientific article; zbMATH DE number 5582092 |
Statements
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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0.8552325963973999
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0.8453130125999451
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0.8241947293281555
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0.8200650811195374
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0.8146532773971558
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