activity
20242026
most cited1D nonlinear backward stochastic differential equations: a unified theory and applications

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2025

Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations

Ying Hu, Guomin Liu, Shanjian Tang

This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equation…