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Dynamic programming principle for stochastic recursive optimal control problem driven by a <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Operations ResearchMath XmlnsEngineeringStochastic ProcessesStochastic SystemDynamic ProgrammingSystems EngineeringStochastic AnalysisStochastic ControlStochastic DynamicDynamic OptimizationStochastic Modeling