ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients

Yuchao Dong, Qingxin Meng and Qi Zhang

ESAIM: COCV, 30 (2024) 89

Published online: 21 November 2024

DOI: 10.1051/cocv/2024078

Yuchao Dong

Qingxin Meng

Qi Zhang

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