Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dynamic programming in convex stochastic optimization   This paper studies the dynamic programming principle for general convex
stochastic optimization problems introduced by Rockafellar and Wets in [30]. We
extend the applicability of the theory by relaxing compactness and boundedness
assumptions. In the context of financial mathematics, the relaxed assumption
are satisfied under the well-known no-arbitrage condition and the reasonable
asymptotic elasticity condition of the utility function. Besides financial
mathematics, we obtain several new results in linear and nonlinear stochastic
programming and stochastic optimal control.

25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
27
The categories of this paper are: comp-gas
33
The categories of this paper are: plasm-ph
1
The categories of this paper are: cs
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
3
The categories of this paper are: physics
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
7
The categories of this paper are: hep-th
6
The categories of this paper are: astro-ph
16
The categories of this paper are: stat
10
The categories of this paper are: q-bio