Relationship between stochastic maximum principle and dynamic programming principle under convex expectation (Q6939736)
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scientific article; zbMATH DE number 8083295
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Relationship between stochastic maximum principle and dynamic programming principle under convex expectation |
scientific article; zbMATH DE number 8083295 |
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Relationship between stochastic maximum principle and dynamic programming principle under convex expectation (English)
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21 August 2025
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backward stochastic differential equation
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maximum principle
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dynamic programming principle
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\(G\)-expectation
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convex expectation
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