Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance

ZHUO Yu

Journal of Systems Science & Complexity ›› 2018, Vol. 31 ›› Issue (4) : 907-926.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2018, Vol. 31 ›› Issue (4) : 907-926. DOI: 10.1007/s11424-018-6212-2

Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2018, 31(4): 907-926 https://doi.org/10.1007/s11424-018-6212-2

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