• 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.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2022432