Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072): Difference between revisions
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Revision as of 22:35, 19 April 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 |
Statements
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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