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20162023
most citedLévy's martingale characterization and reflection principle of -Brownian motion

6 citations · 14 across the 11 of their papers we have counts for

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math.OC2023

Maximum principle for recursive optimal control problem of stochastic delay evolution equations

Guomin Liu, Jian Song, Meng Wang

For a class of stochastic delay evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal contr…

math.OC2021

Maximum principle for optimal control of stochastic evolution equations with recursive utilities

Guomin Liu, Shanjian Tang

We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic…