Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity |
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Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (English)
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11 April 2016
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backward stochastic differential equations
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volatility ambiguity
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\(G\)-expectation
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maximum principle
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robust control
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