| STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER | |
| Wang, Yan; Zhao, Yanxiang; Wang, Lei; Song, Aimin; Ma, Yanping | |
| 刊名 | JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
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| 2018 | |
| 卷号 | 14页码:653-671 |
| 关键词 | Optimal investment dividend insurance claim process maximum principle regular-singular stochastic control partial information |
| ISSN号 | 1547-5816 |
| 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/3260684 |
| 专题 | 大连理工大学 |
| 作者单位 | 1.Dalian Jiaotong Univ, Sch Sci, Dalian 116028, Peoples R China. 2.George Washington Univ, Dept Math, Washington, DC 20052 USA. 3.Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China. 4.Loyola Marymount Univ, Dept Math, Los Angeles, CA 90045 USA. |
| 推荐引用方式 GB/T 7714 | Wang, Yan,Zhao, Yanxiang,Wang, Lei,et al. STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER[J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2018,14:653-671. |
| APA | Wang, Yan,Zhao, Yanxiang,Wang, Lei,Song, Aimin,&Ma, Yanping.(2018).STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,14,653-671. |
| MLA | Wang, Yan,et al."STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER".JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 14(2018):653-671. |
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