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

A Modified Method of Successive Approximations for stochastic recursive optimal control problems

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:SIAM JOURNAL ON CONTROL AND OPTIMIZATION？？

First Author:嵇少林

Document Code:CA961DB0F502457F827A944AEBFB86FF

Issue:60（5）

Number of Words:10

Translation or Not:no

Date of Publication:2022-10-19

Pre One:Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

Next One:Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems

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