Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072): Difference between revisions

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Latest revision as of 08:40, 30 July 2024

scientific article; zbMATH DE number 7203560
Language Label Description Also known as
English
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty
scientific article; zbMATH DE number 7203560

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    Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (English)
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    26 May 2020
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    backward stochastic differential equations
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    maximum principle
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    model uncertainty
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    robust control
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