Stochastic global maximum principle for optimization with recursive utilities
Crossref DOI link: https://doi.org/10.1186/s41546-017-0014-7
Published Online: 2017-03-01
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hu, Mingshang
Funding for this research was provided by:
NSF (11671231, 11201262, 10921101)
Shandong Province (ZR2014AP005, BS2013SF020)
Young Scholars Program of Shandong University
License valid from 2017-03-01