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

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Shi Jingtao

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Gender:Male

Education Level:With Certificate of Graduation for Doctorate Study

Alma Mater:Shandong University

Paper Publications

Current position: Home / Scientific Research / Paper Publications
A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications
Date of Publication:2011-03-01 Hits:

Affiliation of Author(s):数学学院
Journal:数学物理学报英文版/Acta Mathematica Scientia, English
All the Authors:Wu Zhen,Shi Jingtao
First Author:Wu Zhen
Indexed by:Unit Twenty Basic Research
Document Code:lw-99969
Volume:31
Issue:2
Page Number:419-433
Translation or Not:no
Date of Publication:2011-03-01
Included Journals:SCI
Date of Publication:2011-03-01

Pre One:Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions

Next One:The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications

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