Skip to content
VuFind
  • Login
    • English
    • Deutsch
    • Español
    • Français
    • Italiano
Advanced
  • Cite this
  • Text this
  • Email this
  • Print
  • Export Record
    • Export to RefWorks
    • Export to EndNoteWeb
    • Export to EndNote
  • Save to List
  • Permanent link
Cover Image

Saved in:
Bibliographic Details
Main Authors: Wang, Guangchen, Xu, Zuo Quan, Zhang, Panpan
Format: Preprint
Published: 2024
Subjects:
Optimization and Control
Online Access:https://arxiv.org/abs/2408.02286
Tags: Add Tag
No Tags, Be the first to tag this record!
  • Holdings
  • Description
  • Table of Contents
  • Comments
  • Similar Items
  • Staff View

Internet

https://arxiv.org/abs/2408.02286

Similar Items

  • Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
    by: Zhang, Panpan, et al.
    Published: (2023)
  • Competitive optimal portfolio selection under mean-variance criterion
    by: Shao, Guojiang, et al.
    Published: (2025)
  • Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation
    by: Wang, Guangchen, et al.
    Published: (2024)
  • Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients
    by: Xiong, Jie, et al.
    Published: (2025)
  • Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach
    by: Shi, Xiaomin, et al.
    Published: (2024)

Search Options

  • Search History
  • Advanced Search

Find More

  • Browse the Catalog
  • Browse Alphabetically
  • Explore Channels
  • Course Reserves
  • New Items

Need Help?

  • Search Tips
  • Ask a Librarian
  • FAQs