supported by National Key Research and Development Program of China under Grant No.2022YFA1006104;the National Natural Science Foundations of China under Grant Nos.12471419 and 12271304;the Natural Science Foundation of Shandong Province under Grant No.ZR2022JQ01。
This paper is concerned with the relationship between general maximum principle and dynamic programming principle for the stochastic recursive optimal control problem with jumps,where the control domain is not necessa...