Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation (Q3399259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation |
scientific article |
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Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation (English)
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29 September 2009
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reflected backward stochastic differential equation
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recursive optimal control problem
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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