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

Dynamic programming principle and Hamilton-Jacobi-Bellman Equation under nonlinear expectation

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS

Key Words:Backward stochastic differential equation;Dynamic programming principle;Hamilton-Jacobi-Bellman equation;Stochastic recursive optimal control

First Author:胡明尚

Document Code:1539148874427457538

Volume:28

Number of Words:10

Translation or Not:no

Date of Publication:2022-05-26

Pre One:A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints

Next One:5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space

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