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Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载：189/0  |  提交时间：2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
收藏  |  浏览/下载：154/0  |  提交时间：2018/07/30
hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures 期刊论文
SUSTAINABILITY, 2016, 卷号: 8, 期号: 10, 页码: 21
作者:  Chai, Jian;  Xing, Limin;  Lu, Quanying;  Liang, Ting;  Lai, Kin Keung;  Wang, Shouyang
收藏  |  浏览/下载：162/0  |  提交时间：2018/07/30
financial development  energy supply structure  PSTR model  regime switching