Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems

DOI10.1016/J.JDE.2023.02.014OpenAlexW4321179332MaRDI QIDQ2696209

Yanyan Li

Publication date: 11 April 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.14636

zbMATH Keywords

dynamic programmingstochastic optimal controlPontryagin-type maximum principlestochastic distributed parameter systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (1)

The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients

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