Imperial College London
Professor Harry Zheng

ProfessorHarryZheng

Faculty of Natural Sciences, Department of Mathematics

Professor of Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8539h.zheng Website

 
 
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Location

 

6M16Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Li:2015:10.1007/s00245-014-9252-6,
author = {Li, Y and Zheng, H},
doi = {10.1007/s00245-014-9252-6},
journal = {APPLIED MATHEMATICS AND OPTIMIZATION},
pages = {39--77},
title = {Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models},
url = {http://dx.doi.org/10.1007/s00245-014-9252-6},
volume = {71},
year = {2015}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Li,Y
AU  - Zheng,H
DO  - 10.1007/s00245-014-9252-6
EP  - 77
PY  - 2015///
SN  - 0095-4616
SP  - 39
TI  - Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models
T2  - APPLIED MATHEMATICS AND OPTIMIZATION
UR  - http://dx.doi.org/10.1007/s00245-014-9252-6
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000349228200003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 71
ER  -
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