Stochastic optimal control problems under G-expectation (Q2857152)
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scientific article; zbMATH DE number 6221600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control problems under G-expectation |
scientific article; zbMATH DE number 6221600 |
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Stochastic optimal control problems under G-expectation (English)
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31 October 2013
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stochastic optimal control problems
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G-expectation
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G-Brownian motion
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