位置：成果数据库 > 期刊 > 期刊详情页
Optimal stochastic control with recursive cost functionals of stochastic differential systems reflec
  • 期刊名称：ESAIM Control Optim. Calc. Var.
  • 时间：2015
  • 页码：1150-1177
  • 相关项目：随机最优转换与实物期权的定价
作者： Juan Li|汤善健|
同期刊论文项目
随机最优转换与实物期权的定价
期刊论文 14
同项目期刊论文
W^{m,p}-solution ($p \ge 2$) of linear degenerate backward stochastic partial differential equations
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion
Switching game of backward stochastic differential equations and associated system of obliquely refl
Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
A Dynkin game under Knightian uncertainty
Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole
Dynamic programming for general linear quadratic optimal stochastic control with random coefficients
DYNKIN GAME OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS AND ASSOCIATED BACKWARD ST
On the Cauchy problem for backward stochastic partial differential equations in H？lder spaces
Wm,p-solution (p >= 2) of linear degenerate backward stochastic partial differential equations in