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Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion - MaRDI portal

Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119)

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Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion
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    Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (English)
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    17 February 2020
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    \(G\)-Brownian motion
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    optimal control problem
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    stochastic maximum principle
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