Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions
Work
Year: 2012
Type: article
Author Jingtao Shi
Institution Shandong University
Cites: 29
Cited by: 5
Related to: 10
FWCI: 0.299
Citation percentile (by year/subfield): 77.59
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed