Affiliation of Author(s):数学学院
Journal:Proceedings of the 8th IEEE International Conference on Control and Automation, June 9-11, Xiamen, China
First Author:史敬涛
Indexed by:Essay collection
Page Number:1512-1518
Translation or Not:no
Date of Publication:2010-06-09
Included Journals:EI、CPCI-S
Date of Publication:2010-06-09
Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance
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