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Zhen Wu
Information about the author Zhen Wu will soon be added to the site.
Found
3 papers
in total
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Maximum principle for optimal control of anticipated forward‐backward stochastic differential delayed systems with regime switching
2016
This paper is concerned with a Pontryagin maximum principle for optimal control...
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
2014
In this paper, we study a partially observed recursive optimization problem, which is...
A simple model of corporate international investment under incomplete information and taxes
2009
This paper extends the theory of corporate international investment in Choi (1989) in...
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