聂天洋（学术报告 2026.8.28）

摘要：We recall some results about the maximum principle and dynamic programming principle for stochastic optimal control problem. Then we give the connection of maximum principle and dynamic programming principle for stochastic recursive optimal control problem. We also extend the results to case of optimal control problems driven by McKean-Vlasov type stochastic differential equations, and we can establish the relationship between the derivatives of the value function and the first order and second order adjoint equations.