Infinite horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
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Publication:6533974
arXiv2405.05561MaRDI QIDQ6533974FDOQ6533974
Authors: Sheng Luo, Xun Li, Qingmeng Wei 
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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