QQ客服 官方微博 反馈留言

	Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information
	Wang, Yan; Wang, Lei; Teo, Kok Lay
刊名	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
	2018
卷号	179页码:501-532
关键词	Necessary optimality conditions Sufficient optimality conditions Regular-singular control Stochastic differential game Asymmetric information Saddle point Nash equilibrium Optimal investment Dividend Model uncertainty 91G80 91A15 91A23 93E20 60J75 91B28 91B30
ISSN号	0022-3239
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3258903
专题	大连理工大学
作者单位	1.Dalian Jiaotong Univ, Sch Sci, Dalian, Peoples R China. 2.Dalian Univ Technol, Sch Math Sci, Dalian, Peoples R China. 3.Curtin Univ, Dept Math & Stat, Perth, WA, Australia.
推荐引用方式 GB/T 7714	Wang, Yan,Wang, Lei,Teo, Kok Lay. Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2018,179:501-532.
APA	Wang, Yan,Wang, Lei,&Teo, Kok Lay.(2018).Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,179,501-532.
MLA	Wang, Yan,et al."Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 179(2018):501-532.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。