Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119): Difference between revisions

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+BSDE on an infinite horizon and elliptic PDEs in infinite dimension
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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