vix.ing · top · new · best · stats · spec

Guo, Hancheng

  1. Stochastic maximum principle for generalized mean-field delay control problem
    2017/08/10 by Hancheng Guo, Jie Xiong, Guo, Hancheng +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60H10 #60H30 #93E03 #93E20 #Differential Equations and Numerical Methods #FOS: Mathematics #Nonlinear Differential Equations Analysis #Optimization and Control (math.OC) #Stochastic processes and financial applications