Non-homogeneous stochastic LQ control with regime switching and random coefficients (Q6387521)
From MaRDI portal
scientific article; zbMATH DE number 7866368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-homogeneous stochastic LQ control with regime switching and random coefficients |
scientific article; zbMATH DE number 7866368 |
Statements
4 January 2022
0 references
math.OC
0 references
q-fin.MF
0 references
