2 papers
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…
math.OC2025
Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
Guomin Liu, Jian Song, Meng Wang
For a class of path-dependent stochastic evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive opti…