[IEEE 2010 8th IEEE International Conference on Control and Automation (ICCA) - Xiamen, China (2010.06.9-2010.06.11)] IEEE ICCA 2010 - Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance
Shi, JingtaoYear:
2010
Language:
english
DOI:
10.1109/icca.2010.5524204
File:
PDF, 832 KB
english, 2010