Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems

Sheng Luo, Xun Li, Qingmeng Wei. Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems. SIAM J. Control and Optimization, 63(2):796-821, 2025. [doi]

Abstract

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