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Existence of Optimal Portfolios via Stochastic Control and Backward Stochastic Differential Equations

机译：通过随机控制和倒向随机微分方程的最优投资组合的存在

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《Chinese control conference》|2000年|70-75|共6页
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Jiongmin Yong;
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1. Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations [J] . Fuhrman M, Tessitore G SIAM Journal on Control and Optimization . 2004,第3期

机译：最优随机控制的存在与前向-后向随机微分方程的整体解
2. On the existence of optimal controls for backward stochastic partial differential equations [J] . Meng Qingxin, Shen Yang, Shi Peng Statistics & Probability Letters . 2018,第期

机译：落后随机偏微分方程最优控制的存在
3. FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES [J] . WU Zhen Journal of Systems Science and Complexity . 2005,第2期

机译：前向-随机微分方程，线性二次随机最优控制和零和和微分游戏
4. Existence of Optimal Portfolios via Stochastic Control and Backward Stochastic Differential Equations1 [C] . Jiongmin Yong Chinese control conference . 2000

机译：通过随机控制和倒向随机微分方程的最优投资组合的存在
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes [O] . Liangliang Miao, Zhang Liu, Yijun Hu 2021

机译：通过与Lévy过程相关的后向随机微分方程进行动态风险措施
7. On the existence of optimal controls for backward stochastic partial differential equations [O] . Meng, Qingxin, Shen, Yang, Shi, Peng 2016

机译：关于逆向随机偏微分方程最优控制的存在性微分方程

Existence of Optimal Portfolios via Stochastic Control and Backward Stochastic Differential Equations

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