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: : 2008-10-01
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
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