欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
会议
> 会议详情页
RecursiveMean-Variance Portfolio Choice Problems with Constrained Portfolios
所属机构名称:山东大学
会议名称:Proc .34th Chinese Control Conference
时间:2015.7.30
成果类型:会议
相关项目:随机最优控制和正倒向随机微分方程理论及其应用
同会议论文项目
随机最优控制和正倒向随机微分方程理论及其应用
期刊论文 33
会议论文 8
获奖 5
同项目会议论文
Maximum Principles for Partially Observed Mean-Field Stochastic Systems with Application to Financia
Maximum Principle for Optimal Control Problems of Backward Regime-Switching Systems Involving Impuls
Partial information LQ optimal control of backward stochasticdifferential equations
Maximum Principle for Non-zero Sum DifferentialGames of BSDEs Involving Impulse Controls
AnIndefinite Stochastic Linear Quadratic Optimal Control Problem for the FBSDESystem with Jumps
Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Ran
Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls