Stochastic maximum principle for optimal control with multiple priors (Q2440025): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control with multiple priors |
scientific article |
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Stochastic maximum principle for optimal control with multiple priors (English)
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26 March 2014
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stochastic maximum principle
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multiple priors
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\(G\)-expectation
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\(G\)-Brownian motion
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