Pages that link to "Item:Q486239"

The following pages link to A stochastic recursive optimal control problem under the G-expectation framework (Q486239):

Displaying 19 items.

• Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• An upper bound of large deviations for capacities (Q1718577) (← links)
• Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
• Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
• Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
• (Q4988574) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)