Release Time:2019-10-25 |
Hits:
Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications
Institution:数学学院
Title of Paper:A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications
Journal:数学物理学报英文版/Acta Mathematica Scientia, English
First Author:吴臻
All the Authors:Shi Jingtao,吴臻
Document Code:lw-99969
Volume:31
Issue:2
Page Number:419-433
Translation or Not:No
Date of Publication:2011-03
Included Journals:SCI