The Relationship Between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS（2024）
关键词
Maximum principle,dynamic programming principle,random coefficient,stochastic recursive control,backward stochastic partial differential equation
AI 理解论文
溯源树
样例
生成溯源树，研究论文发展脉络
Chat Paper
正在生成论文摘要