Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315)
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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)
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20 July 2017
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multi-valued stochastic differential equation
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\(G\)-Brownian motion
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optimal control
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HJB system
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variational inequality
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