Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Relationship between Maximum Principle and Dynamic Programming
  Principle for Stochastic Recursive Control Problem with Random Coefficients   This paper aims to explore the relationship between maximum principle and
dynamic programming principle for stochastic recursive control problem with
random coefficients. Under certain regular conditions for the coefficients, the
relationship between the Hamilton system with random coefficients and
stochastic Hamilton-Jacobi-Bellman equation is obtained. It is very different
from the deterministic coefficients case since stochastic
Hamilton-Jacobi-Bellman equation is a backward stochastic partial differential
equation with solution being a pair of random fields rather than a
deterministic function. A linear quadratic recursive utility optimization
problem is given as an explicitly illustrated example based on this kind of
relationship.

19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
1
The categories of this paper are: cs
30
The categories of this paper are: q-alg
35
The categories of this paper are: mtrl-th
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
22
The categories of this paper are: chao-dyn