In this paper, we study the recursive stochastic optimal control problems. The control domain does not need to be convex, and the generator of the backward stochastic differential equation can contain z. We obtain the variational equations for backward stochastic differential equations, and then obtain the maximum principle which solves completely Peng’s open problem.

中文翻译：

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递归实用程序优化的随机全局最大原理

在本文中，我们研究了递归随机最优控制问题。控制域不需要是凸的，并且后向随机微分方程的生成器可以包含z。我们获得了倒向随机微分方程的变分方程，然后获得了完全解决彭氏开放问题的最大原理。