Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701)
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scientific article; zbMATH DE number 7753545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework |
scientific article; zbMATH DE number 7753545 |
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Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (English)
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23 October 2023
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convergence rate
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discrete scheme
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\(G\)-expectation
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stochastic optimal control
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