Pages that link to "Item:Q5111072"
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The following pages link to Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072):
Displaying 3 items.
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)