随机最优控制理论在委托代理问题中的应用
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control System with Terminal State Constraints | 期刊论文 | Qingmeng Wei |
2 | The Optimal Contracts in Continuous Time under Knightian Uncertainty | 会议论文 | Qingmeng Wei;Xiaomin Shi |
3 | The Optimal Control Problem with State Constraints for Forward–Backward Stochastic Systems with Jumps | 期刊论文 | Qingmeng Wei |