Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470)
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scientific article; zbMATH DE number 6658285
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| English | Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion |
scientific article; zbMATH DE number 6658285 |
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Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (English)
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30 November 2016
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\(G\)-expectation
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backward stochastic differential equations
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stochastic recursive optimal control
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robust control
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dynamic programming principle
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0.93573666
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0.9241997
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0.91587377
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0.9132697
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0.9109264
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0.9087769
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0.9076107
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