Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game

Chengyu Wu, Lu Yang, Chengke Zhang. Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game. Symmetry, 14(9):1885, 2022. [doi]

@article{WuYZ22-3,
  title = {Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game},
  author = {Chengyu Wu and Lu Yang and Chengke Zhang},
  year = {2022},
  doi = {10.3390/sym14091885},
  url = {https://doi.org/10.3390/sym14091885},
  researchr = {https://researchr.org/publication/WuYZ22-3},
  cites = {0},
  citedby = {0},
  journal = {Symmetry},
  volume = {14},
  number = {9},
  pages = {1885},
}