基于非线性财富方程的几个投资组合优化问题
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Recursive utility optimization with concave coefficients | 期刊论文 | Shaolin Ji;Xiaomin Shi |
2 | Constrained stochastic LQ control on infinite time horizon with regime switching | 期刊论文 | Ying Hu;Xiaomin Shi;Zuo Quan Xu |
3 | A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems | 期刊论文 | Tao Hao;Qingxin Meng |
4 | Derivatives trading for insurers | 期刊论文 | Xiaole Xue;Pengyu Wei;Chengguo Weng |
5 | 带有终端限制的平均场正倒向随机时滞控制系统的最大值原理以及在平均场对策中的应用 | 期刊论文 | 郝涛 |