Jianjun Gao
Identifiers
- name variant Jianjun Gao 0.60 · backfill
Papers (3)
- Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications q-fin.PM · 2018 · author #2
- Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise cs.SY · 2017 · author #2
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-time q-fin.PM · 2014 · author #1
Mentions
- 1402.3464 #1 · backfill · confidence 0.70 Jianjun Gao