Pages that link to "Item:Q2671497"
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The following pages link to Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497):
Displaying 5 items.
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Stochastic optimal control problems under G-expectation (Q2857152) (← links)
- A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)