A stochastic recursive optimal control problem under the G-expectation framework (Q486239)
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scientific article; zbMATH DE number 6386824
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A stochastic recursive optimal control problem under the G-expectation framework |
scientific article; zbMATH DE number 6386824 |
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A stochastic recursive optimal control problem under the G-expectation framework (English)
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14 January 2015
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\(G\)-expectation
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backward stochastic differential equations
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stochastic optimal control
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dynamic programming principle
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viscosity solution
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0.933221161365509
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0.8733715415000916
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0.8663274645805359
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0.8648470044136047
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