Near-maximum principle for general recursive utility optimal control problem | |
Yang S. | |
刊名 | International Journal of Control
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2017 | |
页码 | 1-12 |
关键词 | backward SDEs Near-maximum principle optimal control recursive utility |
DOI | 10.1080/00207179.2017.1336670 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4687011 |
专题 | 山东大学 |
作者单位 | Zhong Tai Securities Institute for Financial Studies, Shandong University, Jinan, Shandong, P. R. China, Center for Mathematical Economics, |
推荐引用方式 GB/T 7714 | Yang S.. Near-maximum principle for general recursive utility optimal control problem[J]. International Journal of Control,2017:1-12. |
APA | Yang S..(2017).Near-maximum principle for general recursive utility optimal control problem.International Journal of Control,1-12. |
MLA | Yang S.."Near-maximum principle for general recursive utility optimal control problem".International Journal of Control (2017):1-12. |
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