Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model

Ting Jin, Yuanguo Zhu, Yadong Shu, Jing Cao, Hongyan Yan, Depeng Jiang. Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model. Journal of Intelligent and Fuzzy Systems, 44(2):1585-1599, 2023. [doi]

Authors

Ting Jin

This author has not been identified. Look up 'Ting Jin' in Google

Yuanguo Zhu

This author has not been identified. Look up 'Yuanguo Zhu' in Google

Yadong Shu

This author has not been identified. Look up 'Yadong Shu' in Google

Jing Cao

This author has not been identified. Look up 'Jing Cao' in Google

Hongyan Yan

This author has not been identified. Look up 'Hongyan Yan' in Google

Depeng Jiang

This author has not been identified. Look up 'Depeng Jiang' in Google