Pages that link to "Item:Q2799360"
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The following pages link to Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360):
Displaying 12 items.
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise (Q2165737) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control (Q2414822) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← 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)
