Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/109923
DC Field | Value | Language |
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dc.contributor | Department of Applied Mathematics | - |
dc.creator | Li, Y | - |
dc.creator | Matoussi, A | - |
dc.creator | Wei, L | - |
dc.creator | Wu, Z | - |
dc.date.accessioned | 2024-11-20T07:30:23Z | - |
dc.date.available | 2024-11-20T07:30:23Z | - |
dc.identifier.issn | 2096-9457 | - |
dc.identifier.uri | http://hdl.handle.net/10397/109923 | - |
dc.language.iso | en | en_US |
dc.publisher | National Natural Science Foundation of China | en_US |
dc.rights | © 2023 The Authors. Publishing Services by Elsevier B.V. on behalf of KeAi Communications Co. Ltd. This is an open access article under the CC BY-NC-ND license ( http://creativecommons.org/licenses/by-nc-nd/4.0/ ) | en_US |
dc.rights | The following publication Li, Y., Matoussi, A., Wei, L., & Wu, Z. (2023). Dynamic programming principle for backward doubly stochastic recursive optimal control problem and sobolev weak solution of the stochastic Hamilton-Jacobi-Bellman equation. Fundamental Research is available at https://doi.org/10.1016/j.fmre.2023.08.014. | en_US |
dc.subject | Backward doubly stochastic differential equation | en_US |
dc.subject | Dynamic programming principle | en_US |
dc.subject | Hamilton-Jacobi-Bellman equation | en_US |
dc.subject | Recursive optimal control | en_US |
dc.subject | Sobolev weak solution | en_US |
dc.title | Dynamic programming principle for backward doubly stochastic recursive optimal control problem and sobolev weak solution of the stochastic Hamilton-Jacobi-Bellman equation | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.doi | 10.1016/j.fmre.2023.08.014 | - |
dcterms.abstract | In this paper, we investigate a backward doubly stochastic recursive optimal control problem wherein the cost function is expressed as the solution to a backward doubly stochastic differential equation. We present the dynamical programming principle for this type of optimal control problem and establish that the value function is the unique Sobolev weak solution to the associated stochastic Hamilton-Jacobi-Bellman equation. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Fundamental research, Available online 11 December 2023, In Press, Corrected Proof, https://doi.org/10.1016/j.fmre.2023.08.014 | - |
dcterms.isPartOf | Fundamental research | - |
dcterms.issued | 2023 | - |
dc.identifier.scopus | 2-s2.0-85185452836 | - |
dc.identifier.eissn | 2667-3258 | - |
dc.description.validate | 202411 bcch | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_Scopus/WOS | en_US |
dc.description.fundingSource | Others | en_US |
dc.description.fundingText | National Natural Science Foundation of China; Shandong Provincial Natural Science Foundation; Taishan Scholars Climbing Program of Shandong; Fundamental Research Funds for the Central Universities; Ocean University of China | en_US |
dc.description.pubStatus | Early release | en_US |
dc.description.oaCategory | CC | en_US |
Appears in Collections: | Journal/Magazine Article |
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File | Description | Size | Format | |
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1-s2.0-S2667325823003461-main.pdf | 811.68 kB | Adobe PDF | View/Open |
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