Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207179.2016.1204560 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2467816832 / rank | |||
Normal rank |
Revision as of 00:31, 20 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