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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Recursive mean-variance portfolio choice problems with constrained portfolios 期刊论文 Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 2446-2449 作者:  Lv, Siyu;  Wu, Zhen;  Zhuang, Yi 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/17 Forward-backward stochastic system  Linear-convex optimal control problem  Maximum principle  Mean-variance portfolio selection  Recursive utility   Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 34th Chinese Control Conference (CCC), JUL 28-30, 2015 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control  problem   Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 第三十四届中国控制会议 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control problem   Dual method for continuous-time Markowitz\'s problems with nonlinear wealth equations 期刊论文 Journal of Mathematical Analysis and Applications, 2010, 卷号: 366, 期号: 1, 页码: 90-100 作者:  Ji, S. 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/26 Backward stochastic differential equation  Continuous-time mean-variance portfolio selection model  Stochastic maximum principle  Stochastic optimal control   Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection 期刊论文 Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 2008, 卷号: 118, 期号: 6, 页码: 952-967 作者:  Ji SL;  Peng S 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/26 continuous time mean-variance portfolio selection  backward stochastic differential equation (BSDE)  terminal perturbation method  dual method  Ekeland\'s variational principle  STOCHASTIC DIFFERENTIAL-EQUATIONS  LARGE INVESTOR  CONSTRAINTS  PRINCIPLE  MARKET