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20092021
most citedOptimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information

7 citations · 41 across the 28 of their papers we have counts for

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math.OC2011★ 4 cited

General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients

Meng Qingxin

The main purpose of this paper is to discuss detailed the stochastic LQ control problem with random coefficients where the linear system is a multidimensional stochastic differenti…