Title of Paper:Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation
Journal:SIAM Journal on Control and Optimization
First Author:Zhen Wu
Correspondence Author:Zhiyong Yu
Volume:47
Issue:5
Page Number:2616-2641
Translation or Not:No
Date of Publication:2008-10
Release Time:2008-10-30
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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