Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537)
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scientific article; zbMATH DE number 7885793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage stochastic optimal control problem under \(G\)-expectation |
scientific article; zbMATH DE number 7885793 |
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Two-stage stochastic optimal control problem under \(G\)-expectation (English)
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24 July 2024
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\(G\)-expectation
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two-stage state
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sufficient optimality condition
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maximal reference probability
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robust control
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