Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion (Q3385097)

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Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion
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    Statements

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    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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