Non-Markovian impulse control under nonlinear expectation (Q6073845)
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scientific article; zbMATH DE number 7739281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Markovian impulse control under nonlinear expectation |
scientific article; zbMATH DE number 7739281 |
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Non-Markovian impulse control under nonlinear expectation (English)
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18 September 2023
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impulse control
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non-linear expectation
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risk-sensitivity
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stochastic differential games
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zero-sum games
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