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math.OC2025
Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
Lu Liu, Qingmeng Wei
This paper mainly investigates reflected stochastic recursive control problems governed by jump-diffusion dynamics. The system's state evolution is described by a stochastic differ…
math.OC2023
Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs
Lu Liu, Xinlei Hu, Qingmeng Wei
In this paper, the stochastic verification theorems for stochastic control problems of reflected forward-backward stochastic differential equations are studied. We carry out the wo…