Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance

Liang-quan ZHANG, Qing ZHOU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (2) : 375-399.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (2) : 375-399. DOI: 10.1007/s10255-024-1157-9
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Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2025, 41(2): 375-399 https://doi.org/10.1007/s10255-024-1157-9

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