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	The stochastic maximum principle in singular optimal control with recursive utilities
	Ji S.; Xue X.
刊名	Journal of Mathematical Analysis and Applications
	2018
关键词	Backward stochastic differential equations Nonconvex control domain Singular control Stochastic maximum principle Stochastic recursive optimal control Variational equation
DOI	10.1016/j.jmaa.2018.10.080
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/4581564
专题	山东大学
作者单位	Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, 250100, China, Institute of Mathematics, Shandong University,
推荐引用方式 GB/T 7714	Ji S.,Xue X.. The stochastic maximum principle in singular optimal control with recursive utilities[J]. Journal of Mathematical Analysis and Applications,2018.
APA	Ji S.,&Xue X..(2018).The stochastic maximum principle in singular optimal control with recursive utilities.Journal of Mathematical Analysis and Applications.
MLA	Ji S.,et al."The stochastic maximum principle in singular optimal control with recursive utilities".Journal of Mathematical Analysis and Applications (2018).

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