Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty

DOI10.1137/19M128795XzbMath1441.93340arXiv1909.03479OpenAlexW3027033463MaRDI QIDQ5111072

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Publication date: 26 May 2020

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03479

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