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Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation
Free accessEDP Sciences | 2022|Keywords: Stochastic recursive optimal control -
Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework
Wiley | 2021|Keywords: stochastic recursive optimal control -
Dynamic programming principle for stochastic recursive optimal control problem driven by a -Brownian motion
Elsevier | 2016|Keywords: Stochastic recursive optimal control -
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty
Wiley | 2023|Keywords: stochastic recursive optimal control -
Maximum principle for forward–backward stochastic control system under -expectation and relation to dynamic programming
Elsevier | 2015|Keywords: Stochastic recursive optimal control -
A Classical Stochastic Verification Theorem for Stochastic Recursive Optimization Problems
National licenceTrans Tech Publications | 2013|Keywords: Stochastic Recursive Optimal Control -
Stochastic recursive optimal control problem of reflected stochastic differential systems
Taylor & Francis Verlag | 2020|Keywords: Stochastic recursive optimal control
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