Pages that link to "Item:Q4599839"
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The following pages link to A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839):
Displaying 4 items.
- Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
