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Latest revision as of 22:09, 2 August 2024

scientific article; zbMATH DE number 7739281
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English
Non-Markovian impulse control under nonlinear expectation
scientific article; zbMATH DE number 7739281

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    Non-Markovian impulse control under nonlinear expectation (English)
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    18 September 2023
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    impulse control
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    non-linear expectation
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    risk-sensitivity
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    stochastic differential games
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    zero-sum games
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