"Mean-variance type controls involving a hidden Markov chain: models and ..."

Zhixin Yang, Gang George Yin, Qing Zhang (2015)

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DOI: 10.1093/IMAMCI/DNU027

access: closed

type: Journal Article

metadata version: 2023-03-15

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Zhixin Yang, Gang George Yin, Qing Zhang:
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. IMA J. Math. Control. Inf. 32(4): 867-888 (2015)

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