Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914): Difference between revisions

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Latest revision as of 16:25, 8 July 2024

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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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