A stochastic recursive optimal control problem under the G-expectation framework (Q486239)
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| English | A stochastic recursive optimal control problem under the G-expectation framework |
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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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