Stochastic maximum principle for optimal control with multiple priors (Q2440025)

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Stochastic maximum principle for optimal control with multiple priors
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    Stochastic maximum principle for optimal control with multiple priors (English)
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    26 March 2014
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    stochastic maximum principle
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    multiple priors
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    \(G\)-expectation
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    \(G\)-Brownian motion
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