中国科学院数学与系统科学研究院期刊网
Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance
Liang-quan ZHANG, Qing ZHOU
Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance
Liang-quan ZHANG, Qing ZHOU
应用数学学报(英文版) . 2025, (2): 375 -399 .  DOI: 10.1007/s10255-024-1157-9