Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations
Li, Yusong, Zheng, HarryVolume:
56
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1052457
Date:
January, 2018
File:
PDF, 396 KB
english, 2018