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Zhixin Yang

  1. Mean-Variance Type Controls Involving a Hidden Markov Chain: Models and Numerical Approximation
    2014/01/17 by Zhixin Yang, Yang, Zhixin, George Yin +3 · 1 citation
    Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.OC