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Jianjun Gao

Identifiers

  • name variant Jianjun Gao 0.60 · backfill

Papers (3)

  1. Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications q-fin.PM · 2018 · author #2
  2. Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise cs.SY · 2017 · author #2
  3. 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

Frequent Coauthors