✦ LIBER ✦

Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

✍ Scribed by Wu, Zhen; Yu, Zhiyong

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the sufficiency of the Hamilton-Jacob

✍ F. Mignanego; G. Pieri 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 380 KB

Hamilton-Jacobi-Bellman equations and dy

✍ ShaoJun Xia; LinGen Chen; FengRui Sun 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 803 KB

The Maximum Principle for One Kind of St

✍ Shao Lin Ji; Zhen Wu 📂 Article 📅 2007 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 404 KB