Work

Forward-backward Stochastic Differential Equations, Linear Quadratic Stochastic Optimal Control and Nonzero Sum Differential Games

Year: 2005

Type: article

Source: Journal of Systems Science and Complexity

Author: Zhen Wu

Institution: Shandong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2348801003

FWCI: 1.124

Cites: 12

Cited by: 47

Related to: 10