Personal Homepage

Personal Information:

MORE+

Main positions:Professor
Degree:Doctoral Degree in Science
Status:Employed
School/Department:School of Mathematics

Login      SDU     

Shi Jingtao

+

Gender:Male

Education Level:With Certificate of Graduation for Doctorate Study

Alma Mater:Shandong University

Paper Publications

Current position: Home / Scientific Research / Paper Publications
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance
Date of Publication:2012-11-01 Hits:

Affiliation of Author(s):数学学院
Journal:Stochastic analysis and applications
All the Authors:Wu Zhen
First Author:Shi Jingtao
Indexed by:Unit Twenty Basic Research
Document Code:lw-136831
Volume:30
Issue:6
Page Number:997-1018
Translation or Not:no
Date of Publication:2012-11-01
Included Journals:SCI
Date of Publication:2012-11-01

Pre One:Sufficient Conditions of Optimality for Mean-Field Stochastic Control Problems

Next One:Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations

  • Click:
  • MOBILE Version

The Last Update Time:..

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