Login / Signup

Research on Enterprise Investment Decision Based on Linear Quadratic Jump Uncertainty Stochastic Differential Game.

Lu YangChengke ZhangTao WangXin Chen
Published in: IEEE Access (2024)
Keyphrases
  • linear quadratic
  • optimal control
  • investment decisions
  • closed loop
  • vector valued
  • dynamical systems
  • portfolio optimization
  • robust optimization
  • gaussian model
  • game theory
  • nash equilibrium
  • control system
  • missing data