Affiliation of Author(s): : 数学学院
Title of Paper: : Time-inconsistent recursive stochastic optimal control problems
Journal: : SIAM Journal on Control and Optimization
All the Authors: : Jiongmin Yong
First Author: : Qingmeng Wei
Indexed by: : Unit Twenty Basic Research
Correspondence Author: : Zhiyong Yu
Document Code: : 7A448E91D143460B94A1FEC3F4887D86
Volume: : 55
Issue: : 6
Page Number: : 4156-4201
Translation or Not: : no
Date of Publication: : 2017-06-01
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
The Last Update Time : ..