Pages that link to "Item:Q898994"
From MaRDI portal
The following pages link to Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994):
Displaying 5 items.
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)