Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 01, 2022
Source ID
10.1109/tac.2021.3131097

Entities

People

  • Jun Moon
  • Tamer Başar

Organizations

  • Air Force Office of Scientific Research
  • Hanyang University
  • Ministry of Science and ICT
  • Ministry of Trade, Industry and Energy
  • National Research Foundation of Korea
  • Office of Naval Research
  • University of Illinois Urbana–Champaign