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Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Wang, Bin, Shi, Jingtao
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Optimization and Control 93E20
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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