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	CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE
	Nie, Tianyang; Shi, Jingtao; Wu, Zhen
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	2017
卷号	55期号:5页码:3258-3294
关键词	stochastic recursive optimal control backward stochastic differential equation maximum principle dynamic programming principle subjets superjets viscosity solution
DOI	10.1137/16M1064957
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4595352
专题	山东大学
作者单位	1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ, Sch Math, Jinan 250100, S
推荐引用方式 GB/T 7714	Nie, Tianyang,Shi, Jingtao,Wu, Zhen. CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2017,55(5):3258-3294.
APA	Nie, Tianyang,Shi, Jingtao,&Wu, Zhen.(2017).CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,55(5),3258-3294.
MLA	Nie, Tianyang,et al."CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 55.5(2017):3258-3294.

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