Infinite horizon backward stochastic difference equations and related stochastic recursive control problems
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Publication:6622711
DOI10.1137/23m160270xMaRDI QIDQ6622711
Publication date: 22 October 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
infinite horizonstochastic maximum principlestochastic recursive controlbackward stochastic difference equationoptimal consumption problem
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic difference equations (39A50)
Cites Work
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