Pages that link to "Item:Q2857152"

The following pages link to Stochastic optimal control problems under G-expectation (Q2857152):

Displaying 8 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)
• Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
• Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315) (← links)
• Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices (Q6565712) (← links)