Dynamic programming principle for backward doubly stochastic recursive optimal control problem and sobolev weak solution of the stochastic Hamilton-Jacobi-Bellman equation
反向双随机递归最优控制问题的动态规划原理和随机Hamilton-Jacobi-Bellman方程的Sobolev弱解
期刊:Fundamental Research
影响因子:6.3
doi:10.1016/j.fmre.2023.08.014
Li, Yunhong; Matoussi, Anis; Wei, Lifeng; Wu, Zhen