Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
type: Item
instance of: scholarly article
title: Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
zbMATH Open document ID: 1401.93235
author: Yu Zhuo
published in: Journal of Systems Science and Complexity
publication date: 2018-11-08T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6975296
zbMATH Keywords: finite-codimensional condition
zbMATH Keywords: mean-variance portfolio selection problem
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: terminal state constraint
MaRDI profile type: Publication
full work available at URL: s11424-018-6212-2
OpenAlex ID: W2792316492
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DOI: 10.1007/S11424-018-6212-2
description: scientific article; zbMATH DE number 6975296