Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
Hits:
Institution:中泰证券金融研究院
Title of Paper:Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
Journal:Optimal control applications and methods
First Author:Shaolin Ji
All the Authors:Shaolin Ji
Document Code:lw-183645
Translation or Not:No
Date of Publication:2015-01
Release Time:2019-10-24