Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion (Q4554119)
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 6974834
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6974834 |
Statements
Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (English)
0 references
7 November 2018
0 references
\(G\)-Brownian motion
0 references
backward stochastic differential equations
0 references
stochastic optimal control
0 references
dynamic programming principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8604217171669006
0 references
0.8463970422744751
0 references
0.8393155336380005
0 references
0.8384512662887573
0 references
0.8264156579971313
0 references
