A General Stochastic Maximum Principle for Optimal Control Problems 论文

1990SIAM Journal on Control and Optimization引用 799
DOI
Stochastic processes and financial applicationsRisk and Portfolio OptimizationOptimization and Variational Analysis
Optimization and Variational AnalysisStochastic processes and financial applicationsRisk and Portfolio Optimization
相关技术:Risk and Portfolio OptimizationOptimization and Variational Analysis
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A General Stochastic Maximum Principle for Optimal Control Problems · 作者

S

Shigē Péng