Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control problem under G-expectation utility |
scientific article |
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Stochastic maximum principle for optimal control problem under G-expectation utility (English)
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3 June 2022
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sublinear expectation
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G-Brownian motion
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G-stochastic differential equation
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G-stochastic maximum principle
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