Non-homogeneous stochastic LQ control with regime switching and random coefficients
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Publication:6387521
DOI10.3934/mcrf.2023021arXiv2201.01433MaRDI QIDQ6387521
Zuo Quan Xu, Xiao-Min Shi, Ying Hu
Publication date: 4 January 2022
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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