Pages that link to "Item:Q2857152"
From MaRDI portal
The following pages link to Stochastic optimal control problems under G-expectation (Q2857152):
Displayed 4 items.
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315) (← links)