Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps

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Optimal control Ordinary differential equations Spectral theory Spectral theory of ordinary differential equations Symbol Statistics Mathematical analysis Poisson process		Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps Add to Reading List Source URL: www.advancesindifferenceequations.com Download Document from Source Website File Size: 1,70 MB Share Document on Facebook

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