Connection between MP and DPP for Stochastic Recursive...

SIAM Journal on Control and Optimization 2017 / 01 Vol. 55; Iss. 5

Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case

Nie, Tianyang, Shi, Jingtao, Wu, Zhen
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Volume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/16M1064957
Date:
January, 2017
File:
PDF, 351 KB
english, 2017
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