Pages that link to "Item:Q5408037"

The following pages link to Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037):

Displaying 7 items.

• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications (Q459716) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)