"Connection between MP and DPP for stochastic recursive optimal control ..."

Tianyang Nie, Jingtao Shi, Zhen Wu (2016)

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DOI: 10.1109/ACC.2016.7526813

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-05

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Tianyang Nie, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC 2016: 7225-7230

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