TOTAL RISK-AVERSION, STOCHASTIC OPTIMAL-CONTROL, AND DIFFERENTIAL-GAMES

被引：19

作者：

BARRON, EN

JENSEN, R

机构：

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1989年 / 19卷 / 03期

关键词：

D O I：

10.1007/BF01448203

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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页码：313 / 327

页数：15

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