OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671): Difference between revisions

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+Anis Matoussi
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+Mohammed Mnif
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+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Optimal consumption strategies under model uncertainty
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+Backward SDEs with superquadratic growth
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+Robust optimization of consumption with random endowment
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+W2962820102
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