Pages that link to "Item:Q2440025"
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The following pages link to Stochastic maximum principle for optimal control with multiple priors (Q2440025):
Displayed 5 items.
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)