| A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework | |
| Hu, Mingshang; Ji, Shaolin; Yang, Shuzhen | |
| 刊名 | APPLIED MATHEMATICS AND OPTIMIZATION
 |
| 2014 | |
| 卷号 | 70期号:2页码:253-278 |
| 关键词 | G-expectation Backward stochastic differential equations Stochastic optimal control Dynamic programming principle Viscosity solution |
| DOI | 10.1007/s00245-014-9242-8 |
| 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/4798220 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ, Qilu Inst Finance, Ji |
| 推荐引用方式 GB/T 7714 | Hu, Mingshang,Ji, Shaolin,Yang, Shuzhen. A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2014,70(2):253-278. |
| APA | Hu, Mingshang,Ji, Shaolin,&Yang, Shuzhen.(2014).A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework.APPLIED MATHEMATICS AND OPTIMIZATION,70(2),253-278. |
| MLA | Hu, Mingshang,et al."A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework".APPLIED MATHEMATICS AND OPTIMIZATION 70.2(2014):253-278. |
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