DocumentCode :
2022432
Title :
Linear quadratic optimal stochastic control in financial markets
Author :
Shanjian Tang
Author_Institution :
Fudan University
fYear :
2002
fDate :
19-19 June 2002
Firstpage :
86
Lastpage :
86
Keywords :
Control systems; Cost function; Differential equations; Graphical user interfaces; Mice; Nonlinear control systems; Optimal control; Riccati equations; Stochastic processes; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Automation, 2002. ICCA. Final Program and Book of Abstracts. The 2002 International Conference on
Conference_Location :
Xiamen, Fujian Province, China
Print_ISBN :
0-7803-7412-6
Type :
conf
DOI :
10.1109/ICCA.2002.1229274
Filename :
1229274
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2022432
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