A local maximum principle for robust optimal control problems of quadratic BSDEs

zbMatharXiv:2401.07029MaRDI QIDQ6517255

Qi Zhang, Jiaqiang Wen, Tao Hao

Publication date: 1 January 1

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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