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

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中国科学院数学与系统科学研究院期刊网
JSSC
PDF(191 KB)
Journal of Systems Science & Complexity ›› 2024

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

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