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]
@article{JinZSCYJ23,
title = {Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model},
author = {Ting Jin and Yuanguo Zhu and Yadong Shu and Jing Cao and Hongyan Yan and Depeng Jiang},
year = {2023},
doi = {10.3233/JIFS-222041},
url = {https://doi.org/10.3233/JIFS-222041},
researchr = {https://researchr.org/publication/JinZSCYJ23},
cites = {0},
citedby = {0},
journal = {Journal of Intelligent and Fuzzy Systems},
volume = {44},
number = {2},
pages = {1585-1599},
}