"Connection between MP and DPP for Stochastic Recursive Optimal Control ..."

Tianyang Nie, Jingtao Shi, Zhen Wu (2017)

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DOI: 10.1137/16M1064957

access: closed

type: Journal Article

metadata version: 2020-07-09

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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 the General Case. SIAM J. Control. Optim. 55(5): 3258-3294 (2017)

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