The paper establishes existence and uniqueness for non-Lipschitz G-BSDEs under uniform continuity and monotonicity, then derives the dynamic programming principle and HJB viscosity solution connection for the corresponding stochastic recursive optimal control problem.
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G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
The paper establishes existence and uniqueness for non-Lipschitz G-BSDEs under uniform continuity and monotonicity, then derives the dynamic programming principle and HJB viscosity solution connection for the corresponding stochastic recursive optimal control problem.