Pages that link to "Item:Q898994"

The following pages link to Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994):

Displayed 2 items.

• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) ‎ (← links)
• A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) ‎ (← links)