On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443)
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scientific article; zbMATH DE number 6841158
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| English | On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion |
scientific article; zbMATH DE number 6841158 |
Statements
20 February 2018
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relaxed optimal control
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G-chattering lemma
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G-Brownian motion
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sublinear expectation
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capacity
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math.PR
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