Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations
سال: 2018
ISSN: 1292-8119,1262-3377
DOI: 10.1051/cocv/2017016