\(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347)
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scientific article; zbMATH DE number 7799985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications |
scientific article; zbMATH DE number 7799985 |
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\(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (English)
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5 February 2024
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stochastic optimal control
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\(G\)-expectation
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\(G\)-Brownian motion
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\(G\)-stochastic differential equation
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\(G\)-stochastic maximum principle
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risk-sensitive control
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logarithmic transformation
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