Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694)
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scientific article; zbMATH DE number 6025790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach |
scientific article; zbMATH DE number 6025790 |
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Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (English)
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19 April 2012
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Utility maximization
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backward stochastic differential equations
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recursive utility
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model uncertainty
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robust control
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maximum principle
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forward-backward system
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