location： Current position: Home >> Scientific Research >> Paper Publications

RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:Mathematical Control and Related Fields

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:50F604E395434E83A48CFD7318F58B94

Translation or Not:no

Date of Publication:2018-09-01

Pre One:Reaching goals under ambiguity: Continuous-time optimal portfolio selection

Next One:A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:Times MOBILE Version
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep