A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation
Work
Year: 2008
Type: article
Author Jiongmin Yong
Institution University of Central Florida
Cites: 22
Cited by: 13
Related to: 10
FWCI: 0.859
Citation percentile (by year/subfield): 84.15
Subfield: Finance
Domain: Social Sciences
Open Access status: closed