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)

Cites Work

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