2 papers
math.OC2026
Relationship between MP and DPP for Risk-Sensitive Stochastic Optimal Control Problems: Viscosity Solution Framework
Huanqing Dong, Jingtao Shi
In this paper, we study the relationship between general maximum principle and dynamic programming principle for risk-sensitive stochastic optimal control problems, where the contr…
math.OC2025
Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications
Huanqing Dong, Jingtao Shi
This paper is concerned with the relationship between maximum principle and dynamic programming principle for risk-sensitive stochastic optimal control problems. Under the smooth a…