Stochastic maximum principle for optimal control with multiple priors (Q2440025): Difference between revisions

@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Q4266941
@@ Property / cites work: Q4266941 / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for systems with jumps, with applications to finance.
+Normal rank
@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+Normal rank
@@ Property / cites work @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
+Normal rank
@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
+Normal rank