OpenAlex
Stochastic Maximum Principle Under Probability Distortion
Work
Year: 2019
Type: article
Source: Applied Mathematics & Optimization
Authors Qizhu Liang, Jie Xiong
Institutions University of Macau, Southern University of Science and Technology
Cites: 28
Cited by: 2
Related to: 10
FWCI: 0.35
Citation percentile (by year/subfield): 46.22
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Funder Fundo para o Desenvolvimento das Ciências e da Tecnologia
Grant ID 025/2016/A1