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"Dynamic Programming and a Verification Theorem for the Recursive ..."

Jun Moon, Tamer Basar (2022)

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DOI: 10.1109/TAC.2021.3131097

access: closed

type: Journal Article

metadata version: 2022-12-25

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Jun Moon, Tamer Basar:
Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients. IEEE Trans. Autom. Control. 67(12): 6474-6488 (2022)

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