Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion (Q3385097): Difference between revisions
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Latest revision as of 15:21, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion |
scientific article |
Statements
17 December 2021
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sublinear expectation space
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\(G\)-Brownian motion
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\(G\)-stochastic differential equation
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HJB equation
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optimal consumption and portfolio
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math.OC
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math.PR
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