검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon Pu JY, Zhang Q Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 2 |
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market Lv SY, Wu Z, Yu ZY Automatica, 69, 176, 2016 |
| 3 |
Constrained stochastic LQ control with random coefficients, and application to portfolio selection Hu Y, Zhou XY SIAM Journal on Control and Optimization, 44(2), 444, 2005 |
| 4 |
Dynamic mean-variance portfolio selection with no-shorting constraints Li X, Zhou XY, Lim AEB SIAM Journal on Control and Optimization, 40(5), 1540, 2002 |
| 5 |
Stochastic linear-quadratic control via semidefinite programming Yao DD, Zhang SZ, Zhou XY SIAM Journal on Control and Optimization, 40(3), 801, 2001 |
| 6 |
Indefinite stochastic linear quadratic control and generalized differential Riccati equation Rami MA, Moore JB, Zhou XY SIAM Journal on Control and Optimization, 40(4), 1296, 2001 |