Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control problem with obstacle constraints in sublinear expectation framework |
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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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