Maximum principle for stochastic optimal control problem under convex expectation (Q7025865)
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scientific article; zbMATH DE number 7986009
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| English | Maximum principle for stochastic optimal control problem under convex expectation |
scientific article; zbMATH DE number 7986009 |
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Maximum principle for stochastic optimal control problem under convex expectation (English)
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19 February 2025
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maximum principle
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backward stochastic differential equation
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\(G\)-expectation
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convex expectation
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