Yu Zhuo

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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!

PublicationDate of PublicationType
Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator
Applied Mathematics and Optimization
2020-09-09Paper
Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
Journal of Systems Science and Complexity
2018-11-08Paper


Research outcomes over time


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