Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839)
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scientific article; zbMATH DE number 6802479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case |
scientific article; zbMATH DE number 6802479 |
Statements
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (English)
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2 November 2017
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stochastic recursive optimal control
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backward stochastic differential equation
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maximum principle
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dynamic programming principle
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subjets
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superjets
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viscosity solution
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