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Title of Paper:Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case

Journal:SIAM Journal on Control and Optimization

First Author:Tianyang Nie

Correspondence Author:Jingtao Shi

All the Authors:Zhen Wu

Indexed by:Journal paper

Discipline:Natural Science

First-Level Discipline:Mathematics

Volume:55

Issue:5

Page Number:3258–3294

Translation or Not:No

Date of Publication:2017-08

Included Journals:SCI

Release Time:2019-03-11