Pages that link to "Item:Q347470"
From MaRDI portal
The following pages link to Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470):
Displaying 9 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
