Constrained stochastic LQ control on infinite time horizon with regime switching

Ying Hu, Xiaomin Shi, Zuo Quan Xu

Research output: Journal article publication › Journal article › Academic research › peer-review

5 Citations (Scopus)

2 results
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Stochastic LQ control with regime switching and random coefficients
Xu, Z. (Invited speaker)
Jun 2023
Activity: Talk or presentation › Invited talk
機制轉換模型下帶約束的線性二次控制問題及金融應用
Xu, Z. (Invited speaker)
5 Jun 2022
Activity: Talk or presentation › Invited talk