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CORC

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Singular HJB equations with applications to KPZ on the real line 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
作者:  Zhang, Xicheng;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载：0/0  |  提交时间：2023/02/07
Derivatives trading for insurers 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 84, 页码: 40-53
作者:  Xue, Xiaole;  Wei, Pengyu;  Weng, Chengguo
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11
Optimal reinsurance: minimize the expected time to reach a goal 期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2016, 期号: 8, 页码: 741-762
作者:  Luo, Shangzhen;  Wang, Mingming;  Zeng, Xudong
收藏  |  浏览/下载：8/0  |  提交时间：2019/08/22
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载：14/0  |  提交时间：2018/07/30
Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems 期刊论文
Optimal Control Applications and Methods, 2015, 卷号: 36, 期号: 1, 页码: 109-120
作者:  Ji, Shaolin;  Wang, Lin;  Yang, Shuzhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17
TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION 期刊论文
Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 651-678
作者:  Wang, Haiyang;  Wu, Zhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17
The explicit solution of the optimal dividend control when premium rate is less than maximum dividend rate 期刊论文
Journal of Information and Computational Science, 2014, 卷号: 11, 期号: 10, 页码: 3563-3570
作者:  Li, Suoping;  Xu, Fanheng
收藏  |  浏览/下载：4/0  |  提交时间：2020/11/14
A Classical Stochastic Verification Theorem for Stochastic Recursive Optimization Problems 期刊论文
ADVANCES IN MECHATRONICS AND CONTROL ENGINEERING, PTS 1-3, 2013, 卷号: 278-280, 页码: 1742-1745
作者:  Ji, Shaolin;  Wang, Lin;  Yang, Shuzhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/23
Regularity properties for general HJB equations: A backward stochastic differential equation method 期刊论文
SIAM Journal on Control and Optimization, 2012, 卷号: 50, 期号: 3, 页码: 1466-1501
作者:  Buckdahn, R.;  Huang, J.;  Li, J.
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23
The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2006, 卷号: 175, 期号: 2, 页码: 1596-1608
作者:  Wu, Z;  Zhang, L
收藏  |  浏览/下载：2/0  |  提交时间：2020/01/03

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