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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    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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