The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk

Shao Lin, JI Zhen WU

Acta Mathematica Sinica ›› 2007, Vol. 23 ›› Issue (12) : 2189-2204.

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Acta Mathematica Sinica ›› 2007, Vol. 23 ›› Issue (12) : 2189-2204. DOI: 10.1007/s10114-007-0989-6
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The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2007, 23(12): 2189-2204 https://doi.org/10.1007/s10114-007-0989-6

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