Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319)
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scientific article; zbMATH DE number 7112115
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| English | Stochastic optimal control problem with obstacle constraints in sublinear expectation framework |
scientific article; zbMATH DE number 7112115 |
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Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (English)
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2 October 2019
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sublinear expectation
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reflected backward stochastic differential equations
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dynamic programming principle
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0.8420979976654053
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0.8264305591583252
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0.8201826810836792
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0.8121798634529114
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