Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7537010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic maximum principle for optimal control problem under G-expectation utility |
scientific article; zbMATH DE number 7537010 |
Statements
Stochastic maximum principle for optimal control problem under G-expectation utility (English)
0 references
3 June 2022
0 references
sublinear expectation
0 references
G-Brownian motion
0 references
G-stochastic differential equation
0 references
G-stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8796396255493164
0 references
0.8605721592903137
0 references
0.8527239561080933
0 references
0.84315025806427
0 references
