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

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

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678

All the Authors:Shaolin Ji

First Author:Shaolin Ji

Document Code:CD899D0AD0144E4882748E2DD2BC8D39

Volume:9

Issue:3

Page Number:495

Number of Words:20

Translation or Not:no

Date of Publication:2019-09-01

Pre One:RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS

Next One:Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion

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