most citedRelationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework

1 citations · 1 across the 1 of their papers we have counts for

collaborators

2 papers

math.OC2024

A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps

Bin Wang, Yu Si, Jingtao Shi

This paper is concerned with a general maximum principle for the fully coupled forward-backward stochastic optimal control problem with jumps, where the control domain is not neces…

math.OC2024★ 1 cited

Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework

Bin Wang, Jingtao Shi

This paper is concerned with the relationship between general maximum principle and dynamic programming principle for the stochastic recursive optimal control problem with jumps, w…