Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072)
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scientific article; zbMATH DE number 7203560
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| English | Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty |
scientific article; zbMATH DE number 7203560 |
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Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (English)
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26 May 2020
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backward stochastic differential equations
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maximum principle
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model uncertainty
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robust control
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