Robust Stochastic Control and Equivalent Martingale Measures (Q2909982): Difference between revisions

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-Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
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+Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
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+W1760270566
@@ Property / OpenAlex ID: W1760270566 / rank @@
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@@ Property / cites work @@
+Maximum principle for stochastic differential games with partial information
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@@ Property / cites work @@
+Q5436596
@@ Property / cites work: Q5436596 / rank @@
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@@ Property / cites work @@
+Risk minimizing portfolios and HJBI equations for stochastic differential games
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@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
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@@ Property / cites work @@
+Q3648013
@@ Property / cites work: Q3648013 / rank @@
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@@ Property / cites work @@
+Portfolio optimization under model uncertainty and BSDE games
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