Pages that link to "Item:Q2296119"
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The following pages link to Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119):
Displaying 6 items.
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)