一类弱形式的正倒向随机微分方程及其在随机最优控制问题中的应用
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | A kind of optimal investment problem under inflation and uncertain time horizon | 期刊论文 | Zongyuan Huang;Haiyang Wang;Zhen Wu |
2 | Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps | 期刊论文 | Wang Haiyang;Wu Zhen |
3 | A Kind of Time-inconsistent Corporate International Investment Problem with Discontinuous Cash Flow | 期刊论文 | Haiyang Wang;Zhen Wu |