Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps

WANG Bin, SHI Jingtao

Journal of Systems Science & Complexity ›› 2024, Vol. 37 ›› Issue (6) : 2466-2486.

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Journal of Systems Science & Complexity ›› 2024, Vol. 37 ›› Issue (6) : 2466-2486. DOI: 10.1007/s11424-024-4236-3

Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science & Complexity, 2024, 37(6): 2466-2486 https://doi.org/10.1007/s11424-024-4236-3

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