Near-maximum principle for general recursive utility optimal control problem | |
Yang, Shuzhen | |
刊名 | INTERNATIONAL JOURNAL OF CONTROL
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2018 | |
卷号 | 91期号:10页码:2187-2198 |
关键词 | Near-maximum principle recursive utility backward SDEs optimal control |
DOI | 10.1080/00207179.2017.1336670 |
URL标识 | 查看原文 |
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 |
推荐引用方式 GB/T 7714 | 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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