Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case - researchr publication

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Tianyang Nie, Jingtao Shi, Zhen Wu. Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. SIAM J. Control and Optimization, 55(5):3258-3294, 2017. [doi]

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