Current position: Home >> Scientific Research >> Paper Publications

STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER

Release Time:2023-12-07  Hits:

Date of Publication: 2022-10-08

Journal: Journal of Industrial and Management Optimization

Volume: 14

Issue: 2

Page Number: 653-671

ISSN: 1547-5816

Prev One:Some remarks on the controllability of linear stochastic systems

Next One:Statistical optimization with nonlinear constraints and parameter identification for the cutoff height of pressure ridges