The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients (Q6355625)

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scientific article; zbMATH DE number 900444971
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The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients
scientific article; zbMATH DE number 900444971

    Statements

    publication date
    8 December 2020
    0 references
    arXiv ID
    2012.04814
    0 references
    arXiv classification
    math.OC
    0 references
    author
    Yuchao Dong
    0 references
    Qingxin Meng
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    Qi Zhang
    0 references
     
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