Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework (Q5003456)
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scientific article; zbMATH DE number 7373655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework |
scientific article; zbMATH DE number 7373655 |
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Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework (English)
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22 July 2021
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dynamic programming principle
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maximum principle
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mixed delay
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stochastic recursive optimal control
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verification theorem
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viscosity solution
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