Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914): Difference between revisions
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English | Forward-backward stochastic differential games and stochastic control under model uncertainty |
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Forward-backward stochastic differential games and stochastic control under model uncertainty (English)
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30 June 2014
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forward-backward SDEs
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stochastic differential games
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maximum principle
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model uncertainty
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robust control
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viability
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optimal portfolio
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optimal consumption
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jump diffusions
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