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

Tianyang NieJingtao ShiZhen Wu
Published in: SIAM J. Control. Optim. (2017)
Keyphrases
  • optimal control problems
  • optimal control
  • special case
  • production planning
  • differential equations
  • lower bound
  • dynamic programming
  • sufficient conditions
  • control theory
  • solving nonlinear