Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity

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Publication:2799360

DOI10.1137/15M1037639zbMath1334.93183arXiv1508.07693OpenAlexW2963373476MaRDI QIDQ2799360

Shaolin Ji, Ming Shang Hu

Publication date: 11 April 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07693




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