Pages that link to "Item:Q347470"

The following pages link to Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470):

Displaying 18 items.

• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations (Q4992019) (← links)
• Delay feedback stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion (Q5043505) (← links)
• Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under <i>G</i>-expectation framework (Q5165301) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
• BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
• Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)
• \(p\)-distribution almost periodic solutions of semi-linear stochastic differential equations with \(G\)-Brownian motion (Q6611264) (← links)
• Optimal relaxed control for a decoupled \(G\)-FBSDE (Q6614695) (← links)