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Near-maximum principle for general recursive utility optimal control problem
Yang, Shuzhen
刊名INTERNATIONAL JOURNAL OF CONTROL
2018
卷号91期号:10页码:2187-2198
关键词Near-maximum principle recursive utility backward SDEs optimal control
DOI10.1080/00207179.2017.1336670
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公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4571795
专题山东大学
作者单位1.Shandong Univ, Zhong Tai Secur Inst Financial Studies, Jinan, Shandong, Peoples R China.
2.Bielefeld Univ, Ctr Math E
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Yang, Shuzhen. Near-maximum principle for general recursive utility optimal control problem[J]. INTERNATIONAL JOURNAL OF CONTROL,2018,91(10):2187-2198.
APA Yang, Shuzhen.(2018).Near-maximum principle for general recursive utility optimal control problem.INTERNATIONAL JOURNAL OF CONTROL,91(10),2187-2198.
MLA Yang, Shuzhen."Near-maximum principle for general recursive utility optimal control problem".INTERNATIONAL JOURNAL OF CONTROL 91.10(2018):2187-2198.
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