Title of Paper:A Pontryagin's maximum principle for non-zero sum differential games of BSDEs with applications
Journal:IEEE Transactions on Automatic Control
First Author:Guangchen Wang
Correspondence Author:Zhiyong Yu
Volume:55
Issue:7
Page Number:1742-1747
Translation or Not:No
Date of Publication:2010-07
Release Time:2010-07-30
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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