Yu Zhuo
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator Applied Mathematics and Optimization | 2020-09-09 | Paper |
| Maximum principle of optimal stochastic control with terminal state constraint and its application in finance Journal of Systems Science and Complexity | 2018-11-08 | Paper |
Research outcomes over time
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