output
20092026
most citedThe short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis

20 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2015 · math.OCShow all

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math.OC2015

Dynamic Programming Principle and Associated Hamilton-Jacobi-Bellman Equation for Stochastic Recursive Control Problem with Non-Lipschitz Aggregator

Jiangyan Pu, Qi Zhang

In this work we study the stochastic recursive control problem, in which the aggregator (or called generator) of the backward stochastic differential equation describing the runnin…