Correction to: ``Stochastic maximum principle under probability distortion

DOI10.1007/S00245-021-09795-3MaRDI QIDQ2234339zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 October 2021

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-021-09795-3

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10) Optimal stochastic control (93E20)

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