The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886)
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scientific article; zbMATH DE number 7958175
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| English | The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients |
scientific article; zbMATH DE number 7958175 |
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The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (English)
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13 December 2024
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maximum principle
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dynamic programming principle
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random coefficient
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stochastic recursive control
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backward stochastic partial differential equation
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