Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions
Version of Record online: 23 NOV 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Optimal Control Applications and Methods
Volume 35, Issue 1, pages 61–76, January/February 2014
How to Cite
Shi, J. (2014), Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions. Optim. Control Appl. Meth., 35: 61–76. doi: 10.1002/oca.2055
- Issue online: 16 JAN 2014
- Version of Record online: 23 NOV 2012
- Manuscript Accepted: 21 OCT 2012
- Manuscript Revised: 26 AUG 2012
- Manuscript Received: 21 JAN 2012
- China Postdoctoral Science Foundation Funded Project. Grant Number: 20100481278
- Postdoctoral Innovation Foundation Funded Project of Shandong Province. Grant Number: 201002026
- National Natural Sciences Foundations of China. Grant Numbers: 11201264, 11126209
- Shandong Province. Grant Number: ZR2011AQ012
- Independent Innovation Foundation of Shandong University. Grant Number: 2010TS060
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!