Affiliation of Author(s): : 数学学院
Title of Paper: : Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications
Journal: : Mathematical Problems in Engineering
All the Authors: : Zhiyong Yu
First Author: : Jingtao Shi
Indexed by: : Unit Twenty Basic Research
Document Code: : lw-148723
Volume: : 2013
Page Number: : 12 pp.
Translation or Not: : no
Date of Publication: : 2013-02-01
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctoral Degree in Science
Status : Employed
School/Department : 数学学院
Date of Employment : 2002-07-16
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
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