The stochastic maximum principle in singular optimal control with recursive utilities
type: Item
instance of: scholarly article
title: The stochastic maximum principle in singular optimal control with recursive utilities
zbMATH Open document ID: 1405.49017
author: Shaolin Ji
author: Xiaole Xue
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-12-20T00:00:00Z
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6996185
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: nonconvex control domain
zbMATH Keywords: singular control
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: stochastic recursive optimal control
zbMATH Keywords: variational equation
MaRDI profile type: Publication
full work available at URL: j.jmaa.2018.10.080
OpenAlex ID: W2899032417
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DOI: 10.1016/J.JMAA.2018.10.080
description: scientific article; zbMATH DE number 6996185