Institution:数学学院
Title of Paper:Time-inconsistent recursive stochastic optimal control problems
Journal:SIAM Journal on Control and Optimization
First Author:Qingmeng Wei
Correspondence Author:Zhiyong Yu
All the Authors:Jiongmin Yong
Document Code:7A448E91D143460B94A1FEC3F4887D86
Volume:55
Issue:6
Page Number:4156-4201
Translation or Not:No
Date of Publication:2017-06
Release Time:2017-10-24
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
Faculty/School : School of Mathematics
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
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