Zhiyong Yu
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Paper Publications
Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications
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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

Personal information

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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