Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:37, 5 March 2024
scientific article; zbMATH DE number 6750636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems |
scientific article; zbMATH DE number 6750636 |
Statements
Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (English)
0 references
20 July 2017
0 references
multi-valued stochastic differential equation
0 references
\(G\)-Brownian motion
0 references
optimal control
0 references
HJB system
0 references
variational inequality
0 references
