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"On Dynamic Programming Principle for Stochastic Control Under Expectation ..."

Yuk-Loong Chow, Xiang Yu, Chao Zhou (2020)

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DOI: 10.1007/S10957-020-01673-2

access: closed

type: Journal Article

metadata version: 2020-07-15

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Yuk-Loong Chow, Xiang Yu, Chao Zhou:
On Dynamic Programming Principle for Stochastic Control Under Expectation Constraints. J. Optim. Theory Appl. 185(3): 803-818 (2020)

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