Regularity and optimality necessary conditions for system of G-stochastic differential equations (Q6544210)
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scientific article; zbMATH DE number 7853845
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| English | Regularity and optimality necessary conditions for system of G-stochastic differential equations |
scientific article; zbMATH DE number 7853845 |
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Regularity and optimality necessary conditions for system of G-stochastic differential equations (English)
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27 May 2024
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sublinear expectation
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G-SDEs
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temporal regularity
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relaxed control
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Pontryagin's maximum principle
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0.8124150037765503
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0.7960166335105896
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0.7856391072273254
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0.7680837512016296
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