Pages that link to "Item:Q459716"
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The following pages link to Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications (Q459716):
Displaying 11 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method (Q1778913) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
- A unified treatment of maximum principle and dynamic programming in stochastic controls (Q3986626) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
